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 | 22.20% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 4,011 | 501 | 49.17% | 100.00% |
20/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 284,835 | 1,000 | 3,133 | 92.99% | 99.98% |
19/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 100.00% | 100.00% |
18/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 19.80% | 98.95% |
17/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 20.25% | 98.00% |
14/06/2019 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.87% | 99.87% |
13/06/2019 | 157.65% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,387 | 5,694 | 99.99% | 99.99% |
12/06/2019 | 144.70% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,973 | 5,986 | 99.95% | 99.95% |
11/06/2019 | 106.21% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,575 | 7,288 | 100.00% | 100.00% |