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 | 25.69% | 0.29 | 0.36 | 50,000 | 50,000 | 50,000 | 50,000 | 12,070 | 15,570 | 100.00% | 100.00% |
18/06/2020 | 23.67% | 0.24 | 0.31 | 210,000 | 210,000 | 82,634 | 82,634 | 19,431 | 24,876 | 97.39% | 97.39% |
17/06/2020 | 3.53% | 0.40 | 0.42 | 190,000 | 190,000 | 70,376 | 70,376 | 36,137 | 37,544 | 97.46% | 97.46% |
16/06/2020 | 3.67% | 0.43 | 0.45 | 250,000 | 250,000 | 85,879 | 85,879 | 48,509 | 50,226 | 95.02% | 95.02% |
15/06/2020 | 12.59% | 0.19 | 0.21 | 250,000 | 250,000 | 91,356 | 91,356 | 14,434 | 16,261 | 98.34% | 98.34% |
12/06/2020 | 4.75% | 0.31 | 0.33 | 250,000 | 250,000 | 91,632 | 91,632 | 36,238 | 38,070 | 98.11% | 98.11% |
11/06/2020 | 3.22% | 0.42 | 0.44 | 170,000 | 170,000 | 65,534 | 65,534 | 38,020 | 39,330 | 97.00% | 97.00% |
10/06/2020 | 1.91% | 1.15 | 1.17 | 160,000 | 160,000 | 64,002 | 64,002 | 79,445 | 80,923 | 97.28% | 97.28% |
09/06/2020 | 2.23% | 1.40 | 1.43 | 140,000 | 140,000 | 52,361 | 52,361 | 69,789 | 71,360 | 97.13% | 97.13% |