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 | - | - |
19/06/2020 | 3.71% | 0.25 | 0.26 | 200,000 | 200,000 | 196,942 | 196,942 | 52,185 | 54,155 | 100.00% | 100.00% |
18/06/2020 | 3.11% | 0.31 | 0.32 | 175,000 | 175,000 | 172,473 | 172,474 | 54,542 | 56,266 | 93.86% | 93.86% |
17/06/2020 | 3.20% | 0.33 | 0.34 | 150,000 | 150,000 | 175,022 | 175,022 | 53,751 | 55,501 | 90.59% | 90.59% |
16/06/2020 | 3.68% | 0.28 | 0.29 | 175,000 | 175,000 | 198,933 | 198,933 | 53,043 | 55,033 | 99.84% | 99.84% |
15/06/2020 | 7.51% | 0.15 | 0.16 | 400,000 | 400,000 | 441,902 | 409,622 | 52,030 | 53,041 | 100.00% | 100.00% |
12/06/2020 | 5.93% | 0.15 | 0.16 | 300,000 | 300,000 | 316,343 | 316,343 | 51,864 | 55,028 | 99.77% | 99.77% |
11/06/2020 | 5.25% | 0.15 | 0.16 | 300,000 | 300,000 | 274,576 | 274,577 | 51,009 | 53,755 | 97.93% | 97.93% |
10/06/2020 | 3.23% | 0.29 | 0.30 | 175,000 | 175,000 | 173,429 | 173,429 | 52,868 | 54,602 | 100.00% | 100.00% |
09/06/2020 | 3.03% | 0.34 | 0.35 | 150,000 | 150,000 | 166,408 | 166,408 | 54,155 | 55,819 | 100.00% | 100.00% |