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 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.57% |
20/06/2019 | 154.85% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 1,205 | 2,902 | 92.56% | 99.98% |
19/06/2019 | 162.88% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 884 | 2,795 | 99.79% | 99.79% |
18/06/2019 | 166.67% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 750 | 2,750 | 92.87% | 100.00% |
17/06/2019 | 166.67% | 0.00 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 750 | 2,750 | 96.85% | 96.85% |
14/06/2019 | 103.69% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 3,724 | 3,741 | 99.98% | 99.98% |
13/06/2019 | 28.82% | 0.03 | 0.04 | 750,000 | 250,000 | 750,000 | 250,000 | 22,607 | 10,036 | 99.94% | 99.94% |
12/06/2019 | 19.17% | 0.05 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 35,792 | 14,431 | 99.75% | 99.75% |
11/06/2019 | 15.49% | 0.05 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 45,833 | 17,778 | 99.94% | 99.94% |