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 | - | - |
02/07/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/07/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/06/2019 | 5.62% | 0.19 | 0.21 | 750,000 | 750,000 | 749,627 | 749,893 | 198,182 | 207,952 | 92.95% | 92.95% |
27/06/2019 | 2.63% | 0.37 | 0.38 | 750,000 | 750,000 | 749,991 | 749,954 | 289,388 | 296,868 | 98.11% | 98.11% |
26/06/2019 | 2.29% | 0.47 | 0.48 | 750,000 | 750,000 | 749,913 | 749,979 | 330,243 | 337,776 | 96.06% | 96.06% |
25/06/2019 | 2.22% | 0.49 | 0.50 | 750,000 | 750,000 | 749,969 | 749,906 | 334,835 | 342,304 | 99.58% | 99.58% |
24/06/2019 | 2.46% | 0.44 | 0.45 | 750,000 | 750,000 | 750,000 | 749,994 | 303,611 | 311,108 | 99.23% | 99.23% |
21/06/2019 | 4.13% | 0.28 | 0.29 | 750,000 | 750,000 | 749,986 | 749,974 | 187,942 | 195,441 | 98.02% | 98.02% |
20/06/2019 | 7.47% | 0.24 | 0.25 | 750,000 | 750,000 | 749,955 | 749,884 | 107,755 | 115,283 | 98.16% | 98.16% |