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 | - | - |
26/06/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/06/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/06/2019 | 5.02% | 0.35 | 0.37 | 300,000 | 300,000 | 300,000 | 300,000 | 116,926 | 122,926 | 100.00% | 100.00% |
21/06/2019 | 3.72% | 0.52 | 0.54 | 300,000 | 300,000 | 300,000 | 300,000 | 159,418 | 165,418 | 99.64% | 99.64% |
20/06/2019 | 3.08% | 0.61 | 0.63 | 300,000 | 300,000 | 300,000 | 300,000 | 191,699 | 197,699 | 100.00% | 100.00% |
19/06/2019 | 1.92% | 1.02 | 1.04 | 300,000 | 300,000 | 300,000 | 300,000 | 309,313 | 315,313 | 98.55% | 98.55% |
18/06/2019 | 1.98% | 0.99 | 1.01 | 300,000 | 300,000 | 300,000 | 300,000 | 300,680 | 306,680 | 99.93% | 99.93% |
17/06/2019 | 1.80% | 1.08 | 1.10 | 300,000 | 300,000 | 300,000 | 300,000 | 331,426 | 337,426 | 100.00% | 100.00% |
14/06/2019 | 2.10% | 0.97 | 0.99 | 300,000 | 300,000 | 300,000 | 300,000 | 283,280 | 289,280 | 100.00% | 100.00% |