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 | 133.33% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 5,000 | 100.00% | 100.00% |
20/06/2019 | 160.00% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 9,000 | 70.27% | 99.52% |
19/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 11,000 | 99.59% | 99.59% |
18/06/2019 | 122.31% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 903,546 | 3,660 | 11,945 | 99.30% | 99.30% |
17/06/2019 | 62.35% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 573,375 | 8,895 | 9,598 | 95.76% | 95.76% |
14/06/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 576,925 | 10,000 | 11,539 | 99.36% | 99.36% |
13/06/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 750,000 | 1,000,000 | 739,337 | 10,000 | 14,787 | 99.35% | 99.35% |
12/06/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 506,078 | 10,000 | 10,122 | 99.42% | 99.42% |
11/06/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 750,000 | 1,000,000 | 638,694 | 10,000 | 12,774 | 99.30% | 99.30% |