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 | - | - |
21/06/2019 | 6.69% | 1.01 | 1.08 | 260,000 | 260,000 | 260,000 | 260,000 | 263,106 | 281,306 | 100.00% | 100.00% |
20/06/2019 | 3.58% | 0.94 | 1.01 | 260,000 | 260,000 | 260,000 | 260,000 | 266,274 | 276,056 | 97.51% | 97.51% |
19/06/2019 | 1.42% | 0.72 | 0.74 | 280,000 | 280,000 | 280,000 | 280,000 | 204,991 | 207,926 | 97.04% | 97.04% |
18/06/2019 | 1.71% | 0.80 | 0.81 | 310,000 | 310,000 | 310,000 | 310,000 | 185,776 | 188,876 | 96.68% | 96.68% |
17/06/2019 | 2.05% | 0.50 | 0.51 | 330,000 | 330,000 | 330,000 | 330,000 | 159,732 | 163,032 | 98.02% | 98.02% |
14/06/2019 | 2.11% | 0.42 | 0.43 | 330,000 | 330,000 | 330,000 | 330,000 | 154,636 | 157,936 | 98.13% | 98.13% |
13/06/2019 | 1.99% | 0.48 | 0.49 | 370,000 | 370,000 | 370,000 | 370,000 | 184,095 | 187,795 | 98.14% | 98.14% |
12/06/2019 | 2.11% | 0.45 | 0.46 | 370,000 | 370,000 | 370,000 | 370,000 | 173,885 | 177,585 | 98.44% | 98.44% |
11/06/2019 | 1.58% | 0.59 | 0.60 | 360,000 | 360,000 | 360,000 | 360,000 | 226,450 | 230,050 | 97.99% | 97.99% |