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 | - | - |
18/06/2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/06/2021 | - | 0.39 | - | 130,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 3.23% |
16/06/2021 | 4.62% | 0.42 | 0.45 | 120,000 | 50,000 | 120,677 | 50,000 | 51,088 | 22,171 | 92.47% | 96.28% |
15/06/2021 | 4.54% | 0.43 | 0.45 | 120,000 | 50,000 | 120,000 | 50,000 | 51,687 | 22,536 | 100.00% | 100.00% |
14/06/2021 | 4.56% | 0.42 | 0.44 | 120,000 | 50,000 | 119,241 | 50,000 | 51,139 | 22,454 | 89.56% | 89.56% |
11/06/2021 | 4.27% | 0.46 | 0.48 | 110,000 | 50,000 | 111,988 | 50,000 | 51,350 | 23,934 | 99.90% | 99.90% |
10/06/2021 | 4.16% | 0.45 | 0.47 | 120,000 | 50,000 | 111,147 | 50,000 | 52,287 | 24,532 | 98.58% | 98.58% |
09/06/2021 | 3.81% | 0.50 | 0.52 | 100,000 | 50,000 | 100,000 | 50,000 | 51,520 | 26,760 | 100.00% | 100.00% |
08/06/2021 | 3.76% | 0.53 | 0.55 | 100,000 | 50,000 | 100,000 | 50,000 | 52,173 | 27,086 | 99.89% | 99.89% |