Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19/11/2019 | 11.37% | 0.08 | 0.09 | 500,000 | 100,000 | 436,041 | 100,000 | 49,590 | 12,847 | 100.00% | 100.00% |
18/11/2019 | 13.36% | 0.06 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 35,594 | 8,119 | 100.00% | 100.00% |
15/11/2019 | 12.12% | 0.08 | 0.09 | 500,000 | 100,000 | 500,000 | 100,000 | 39,030 | 8,806 | 100.00% | 100.00% |