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 | - | - |
15/06/2018 | 20.55% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 22,848 | 28,050 | 92.85% | 92.85% |
14/06/2018 | 16.25% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 30,193 | 35,457 | 99.51% | 99.51% |
13/06/2018 | 15.47% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 31,662 | 36,951 | 100.00% | 100.00% |
12/06/2018 | 14.00% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 34,385 | 39,550 | 100.00% | 100.00% |
11/06/2018 | 16.94% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 29,257 | 34,625 | 100.00% | 100.00% |
08/06/2018 | 25.60% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 18,076 | 23,346 | 100.00% | 100.00% |
07/06/2018 | 23.44% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 19,924 | 25,143 | 100.00% | 100.00% |
06/06/2018 | 29.06% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 15,326 | 20,533 | 100.00% | 100.00% |
05/06/2018 | 21.96% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 21,738 | 26,943 | 99.98% | 99.98% |