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 | 9.81% | 0.20 | 0.22 | 250,000 | 50,000 | 261,283 | 50,000 | 50,617 | 10,699 | 100.00% | 100.00% |
20/06/2019 | 8.99% | 0.21 | 0.23 | 240,000 | 50,000 | 238,520 | 50,000 | 50,629 | 11,777 | 99.66% | 99.66% |
19/06/2019 | 13.85% | 0.14 | 0.16 | 360,000 | 50,000 | 376,126 | 50,000 | 50,540 | 7,731 | 100.00% | 100.00% |
18/06/2019 | 18.02% | 0.14 | 0.16 | 360,000 | 50,000 | 462,320 | 50,000 | 47,236 | 6,201 | 100.00% | 100.00% |
17/06/2019 | 22.82% | 0.09 | 0.11 | 500,000 | 50,000 | 500,000 | 50,000 | 38,968 | 4,897 | 100.00% | 100.00% |
14/06/2019 | 23.05% | 0.08 | 0.10 | 500,000 | 50,000 | 500,000 | 50,000 | 38,694 | 4,869 | 100.00% | 100.00% |
13/06/2019 | 19.03% | 0.08 | 0.10 | 500,000 | 50,000 | 500,000 | 50,000 | 35,870 | 4,356 | 100.00% | 100.00% |
12/06/2019 | 21.32% | 0.04 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 21,125 | 2,613 | 100.00% | 100.00% |
11/06/2019 | 21.55% | 0.04 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 21,256 | 2,626 | 100.00% | 100.00% |