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 | - | - |
20/09/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/09/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/09/2019 | 62.50% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,000 | 21,000 | 1.15% | 51.02% |
17/09/2019 | - | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.48% |
16/09/2019 | 58.82% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,000 | 22,000 | 0.86% | 99.54% |
13/09/2019 | - | 0.01 | - | 1,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.99% |
12/09/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 1.12% | 99.57% |
12/09/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 1.12% | 99.57% |
11/09/2019 | - | 0.01 | - | 1,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.36% |