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 | - | - |
21/08/2019 | - | 77,925.00 | - | 5 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.46% |
20/08/2019 | - | 77,790.00 | - | 5 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
19/08/2019 | 0.55% | 77,960.00 | 78,005.00 | 5 | 5 | 5 | 5 | 388,454 | 390,597 | 21.28% | 100.00% |
16/08/2019 | 0.55% | 77,878.00 | 78,308.00 | 5 | 5 | 5 | 5 | 388,624 | 390,767 | 100.00% | 100.00% |
15/08/2019 | 0.55% | 77,137.00 | 77,562.00 | 5 | 5 | 5 | 5 | 385,652 | 387,779 | 96.47% | 96.47% |
14/08/2019 | 0.55% | 77,357.00 | 77,784.00 | 5 | 5 | 5 | 5 | 390,049 | 392,201 | 98.32% | 98.32% |
13/08/2019 | 0.55% | 78,575.00 | 79,008.00 | 5 | 5 | 5 | 5 | 386,212 | 388,342 | 100.00% | 100.00% |
12/08/2019 | 0.55% | 78,176.00 | 78,607.00 | 5 | 5 | 5 | 5 | 394,277 | 396,452 | 100.00% | 100.00% |
09/08/2019 | 0.55% | 79,393.00 | 79,831.00 | 5 | 5 | 5 | 5 | 397,990 | 400,185 | 100.00% | 100.00% |