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 | - | - |
19/06/2020 | 3.25% | 2.19 | 2.26 | 30,000 | 30,000 | 30,000 | 30,000 | 63,657 | 65,757 | 100.00% | 100.00% |
18/06/2020 | 3.15% | 2.03 | 2.10 | 130,000 | 130,000 | 50,558 | 50,558 | 99,954 | 103,291 | 95.56% | 95.56% |
17/06/2020 | 0.86% | 2.16 | 2.18 | 130,000 | 130,000 | 49,991 | 49,991 | 113,446 | 114,446 | 96.49% | 96.49% |
16/06/2020 | 0.90% | 2.05 | 2.07 | 140,000 | 140,000 | 48,774 | 48,774 | 110,507 | 111,482 | 93.63% | 93.63% |
15/06/2020 | 1.68% | 1.42 | 1.44 | 150,000 | 150,000 | 54,602 | 54,602 | 67,332 | 68,424 | 98.16% | 98.16% |
12/06/2020 | 1.13% | 1.54 | 1.56 | 170,000 | 170,000 | 66,194 | 66,194 | 116,648 | 117,972 | 97.31% | 97.31% |
11/06/2020 | 0.90% | 1.88 | 1.90 | 130,000 | 130,000 | 49,079 | 49,079 | 105,324 | 106,306 | 96.08% | 96.08% |
10/06/2020 | 0.80% | 2.92 | 2.94 | 130,000 | 130,000 | 49,905 | 49,905 | 150,413 | 151,559 | 95.82% | 95.82% |
09/06/2020 | 0.95% | 3.21 | 3.24 | 130,000 | 130,000 | 50,742 | 50,742 | 158,852 | 160,374 | 95.63% | 95.63% |