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 | - | - | 0.09 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | - | - | 0.09 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 97.81% |
17/06/2020 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.12% |
16/06/2020 | 161.52% | 0.00 | 0.04 | 250,000 | 250,000 | 250,000 | 250,000 | 1,200 | 11,200 | 5.66% | 97.09% |
15/06/2020 | 67.76% | 0.01 | 0.05 | 250,000 | 250,000 | 91,218 | 91,218 | 3,101 | 6,750 | 98.30% | 98.30% |
12/06/2020 | 83.85% | 0.06 | 0.10 | 250,000 | 250,000 | 91,673 | 91,673 | 2,549 | 6,216 | 98.09% | 98.14% |
11/06/2020 | 155.07% | 0.01 | 0.05 | 250,000 | 250,000 | 90,126 | 90,126 | 506 | 4,111 | 97.56% | 97.93% |
10/06/2020 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.98% |
09/06/2020 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.03% |