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 | 6.53% | 0.30 | 0.32 | 170,000 | 50,000 | 174,105 | 50,000 | 51,564 | 15,818 | 100.00% | 100.00% |
14/06/2018 | 6.99% | 0.30 | 0.32 | 170,000 | 50,000 | 185,953 | 50,000 | 51,333 | 14,848 | 100.00% | 100.00% |
13/06/2018 | 8.52% | 0.24 | 0.26 | 210,000 | 50,000 | 224,638 | 50,000 | 50,454 | 12,268 | 98.86% | 98.86% |
12/06/2018 | 9.12% | 0.21 | 0.23 | 240,000 | 50,000 | 240,588 | 50,000 | 50,373 | 11,471 | 100.00% | 100.00% |
11/06/2018 | 8.71% | 0.21 | 0.23 | 240,000 | 50,000 | 230,320 | 50,000 | 50,561 | 11,984 | 98.74% | 98.74% |
08/06/2018 | 9.12% | 0.21 | 0.23 | 240,000 | 50,000 | 240,638 | 50,000 | 50,367 | 11,468 | 100.00% | 100.00% |
07/06/2018 | 7.62% | 0.25 | 0.27 | 200,000 | 50,000 | 201,976 | 50,000 | 50,985 | 13,628 | 90.63% | 90.63% |
06/06/2018 | 9.61% | 0.20 | 0.22 | 250,000 | 50,000 | 254,075 | 50,000 | 50,325 | 10,913 | 100.00% | 100.00% |
05/06/2018 | 9.41% | 0.19 | 0.21 | 270,000 | 50,000 | 248,669 | 50,000 | 50,338 | 11,137 | 100.00% | 100.00% |