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 | - | - |
18/06/2020 | 25.03% | 0.01 | 0.02 | 1,000,000 | 250,000 | 999,353 | 250,228 | 19,129 | 6,049 | 99.84% | 99.84% |
17/06/2020 | 7.40% | 0.05 | 0.05 | 925,000 | 475,000 | 636,391 | 418,794 | 50,118 | 37,687 | 71.38% | 71.38% |
16/06/2020 | 5.62% | 0.21 | 0.22 | 375,000 | 360,000 | 303,518 | 304,596 | 52,653 | 55,939 | 98.57% | 98.57% |
15/06/2020 | 1.99% | 0.39 | 0.40 | 125,000 | 125,000 | 113,002 | 112,520 | 56,229 | 57,171 | 95.58% | 96.90% |
12/06/2020 | 2.32% | 0.55 | 0.56 | 125,000 | 75,000 | 126,541 | 127,329 | 54,088 | 55,699 | 99.65% | 99.87% |
11/06/2020 | 3.24% | 0.45 | 0.46 | 150,000 | 150,000 | 175,714 | 178,085 | 53,519 | 56,112 | 97.49% | 99.71% |
10/06/2020 | 6.61% | 0.15 | 0.16 | 325,000 | 325,000 | 352,088 | 353,042 | 51,478 | 55,182 | 99.02% | 99.64% |
09/06/2020 | 5.58% | 0.15 | 0.16 | 300,000 | 300,000 | 294,295 | 292,674 | 51,403 | 54,097 | 98.26% | 100.00% |
08/06/2020 | 5.35% | 0.17 | 0.18 | 250,000 | 250,000 | 292,106 | 284,018 | 53,410 | 54,587 | 98.66% | 99.95% |