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 | - | - | 0.01 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 999,998 | 1,000,000 | 1,000 | 11,000 | 15.99% | 99.89% |
19/06/2019 | - | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
18/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 11,000 | 8.68% | 99.78% |
17/06/2019 | 160.00% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 9,000 | 96.28% | 96.28% |
14/06/2019 | 157.89% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,079 | 9,079 | 99.84% | 99.84% |
13/06/2019 | 112.78% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,160 | 11,160 | 99.82% | 99.82% |
12/06/2019 | 108.34% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,422 | 11,422 | 99.71% | 99.71% |
11/06/2019 | 106.53% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,935 | 11,935 | 99.81% | 99.81% |