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 | - | - |
21/06/2019 | 1.54% | 0.65 | 0.66 | 760,000 | 760,000 | 760,000 | 760,000 | 490,994 | 498,594 | 99.70% | 99.70% |
20/06/2019 | 1.38% | 0.66 | 0.67 | 760,000 | 760,000 | 760,000 | 760,000 | 548,322 | 555,922 | 95.05% | 95.05% |
19/06/2019 | 1.96% | 0.48 | 0.49 | 830,000 | 830,000 | 830,000 | 830,000 | 421,027 | 429,327 | 97.65% | 97.65% |
18/06/2019 | 2.44% | 0.58 | 0.59 | 940,000 | 940,000 | 940,000 | 940,000 | 397,778 | 407,178 | 95.59% | 95.59% |
17/06/2019 | 3.93% | 0.32 | 0.33 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 252,352 | 262,352 | 96.70% | 96.70% |
14/06/2019 | 4.07% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 241,323 | 251,323 | 97.09% | 97.09% |
13/06/2019 | 3.27% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 301,886 | 311,886 | 97.91% | 97.91% |
12/06/2019 | 3.37% | 0.27 | 0.28 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 292,066 | 302,066 | 97.38% | 97.38% |
11/06/2019 | 2.43% | 0.38 | 0.39 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 406,953 | 416,953 | 97.92% | 97.92% |