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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 10.86% | 100.00% |
20/06/2019 | 146.66% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,710 | 3,992 | 64.98% | 64.98% |
19/06/2019 | 26.91% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,308 | 5,327 | 98.30% | 98.30% |
18/06/2019 | 21.61% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,061 | 6,515 | 100.00% | 100.00% |
17/06/2019 | 14.84% | 0.03 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,535 | 9,134 | 100.00% | 100.00% |
14/06/2019 | 9.87% | 0.05 | 0.05 | 1,000,000 | 250,000 | 1,000,000 | 411,559 | 48,258 | 22,195 | 100.00% | 100.00% |
13/06/2019 | 10.27% | 0.05 | 0.06 | 1,000,000 | 500,000 | 999,018 | 346,228 | 46,379 | 18,137 | 100.00% | 100.00% |
12/06/2019 | 8.14% | 0.06 | 0.06 | 850,000 | 425,000 | 859,915 | 435,951 | 50,676 | 27,874 | 100.00% | 100.00% |
11/06/2019 | 8.76% | 0.07 | 0.07 | 775,000 | 400,000 | 922,342 | 461,301 | 50,375 | 27,569 | 100.00% | 100.00% |