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 | - | - | 0.07 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | 165.87% | 0.01 | 0.08 | 250,000 | 250,000 | 101,132 | 101,132 | 645 | 7,305 | 79.00% | 97.81% |
17/06/2020 | 87.32% | 0.01 | 0.03 | 250,000 | 250,000 | 92,677 | 92,677 | 1,102 | 2,956 | 98.93% | 98.93% |
16/06/2020 | 49.08% | 0.04 | 0.06 | 250,000 | 250,000 | 89,224 | 89,224 | 2,891 | 4,675 | 97.10% | 97.10% |
15/06/2020 | 7.74% | 0.14 | 0.16 | 250,000 | 250,000 | 91,262 | 91,262 | 21,184 | 23,009 | 98.18% | 98.18% |
12/06/2020 | 10.99% | 0.25 | 0.27 | 250,000 | 250,000 | 91,646 | 91,646 | 15,176 | 17,009 | 98.15% | 98.15% |
11/06/2020 | 24.77% | 0.10 | 0.12 | 250,000 | 250,000 | 90,739 | 90,739 | 6,767 | 8,582 | 97.92% | 97.92% |
10/06/2020 | 69.75% | 0.04 | 0.06 | 250,000 | 250,000 | 92,703 | 92,703 | 2,926 | 5,023 | 98.90% | 98.90% |
09/06/2020 | 75.51% | 0.02 | 0.05 | 250,000 | 250,000 | 92,539 | 92,539 | 2,018 | 4,794 | 99.02% | 99.02% |