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 | 1.12% | 0.87 | 0.88 | 100,000 | 100,000 | 100,000 | 100,000 | 88,534 | 89,534 | 100.00% | 100.00% |
18/06/2020 | 1.07% | 0.92 | 0.93 | 100,000 | 100,000 | 100,000 | 100,000 | 93,249 | 94,249 | 99.93% | 99.93% |
17/06/2020 | 1.07% | 0.95 | 0.96 | 100,000 | 100,000 | 100,000 | 100,000 | 92,918 | 93,918 | 99.92% | 99.92% |
16/06/2020 | 1.13% | 0.89 | 0.90 | 100,000 | 100,000 | 100,000 | 100,000 | 87,720 | 88,720 | 100.00% | 100.00% |
15/06/2020 | 1.52% | 0.71 | 0.72 | 100,000 | 100,000 | 100,000 | 100,000 | 65,352 | 66,352 | 100.00% | 100.00% |
12/06/2020 | 1.40% | 0.69 | 0.70 | 100,000 | 100,000 | 100,000 | 100,000 | 70,904 | 71,904 | 99.74% | 99.74% |
11/06/2020 | 1.34% | 0.67 | 0.68 | 100,000 | 100,000 | 100,000 | 100,000 | 74,404 | 75,404 | 97.98% | 97.98% |
10/06/2020 | 1.11% | 0.88 | 0.89 | 100,000 | 100,000 | 100,000 | 100,000 | 89,758 | 90,758 | 100.00% | 100.00% |
09/06/2020 | 1.09% | 0.94 | 0.95 | 100,000 | 100,000 | 100,000 | 100,000 | 91,591 | 92,591 | 100.00% | 100.00% |