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 | 120.49% | 0.01 | 0.08 | 50,000 | 50,000 | 49,967 | 50,000 | 1,243 | 4,744 | 100.00% | 100.00% |
18/06/2020 | 31.35% | 0.12 | 0.19 | 250,000 | 250,000 | 89,713 | 89,713 | 14,930 | 20,869 | 96.75% | 96.75% |
17/06/2020 | 11.85% | 0.17 | 0.19 | 250,000 | 250,000 | 92,590 | 92,590 | 15,780 | 17,632 | 99.03% | 99.03% |
16/06/2020 | 8.24% | 0.30 | 0.32 | 230,000 | 230,000 | 84,358 | 84,358 | 19,853 | 21,540 | 96.42% | 96.42% |
15/06/2020 | 1.82% | 0.77 | 0.79 | 200,000 | 200,000 | 68,320 | 68,322 | 70,800 | 72,168 | 94.72% | 94.72% |
12/06/2020 | 2.86% | 0.91 | 0.93 | 180,000 | 180,000 | 65,966 | 65,977 | 44,640 | 45,970 | 94.15% | 94.16% |
11/06/2020 | 5.57% | 0.50 | 0.52 | 250,000 | 250,000 | 90,261 | 90,269 | 34,661 | 36,470 | 97.65% | 97.65% |
10/06/2020 | 18.40% | 0.17 | 0.19 | 250,000 | 250,000 | 92,765 | 92,765 | 13,560 | 15,658 | 98.65% | 98.65% |
09/06/2020 | 21.12% | 0.10 | 0.13 | 250,000 | 250,000 | 92,493 | 92,510 | 11,271 | 14,048 | 98.99% | 98.99% |