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 | 1.87% | 0.52 | 0.53 | 100,000 | 100,000 | 100,063 | 100,063 | 53,006 | 54,007 | 100.00% | 100.00% |
18/06/2020 | 2.07% | 0.49 | 0.50 | 125,000 | 125,000 | 123,713 | 123,713 | 59,246 | 60,483 | 99.93% | 99.93% |
17/06/2020 | 2.13% | 0.47 | 0.48 | 125,000 | 125,000 | 125,000 | 125,000 | 58,224 | 59,474 | 100.00% | 100.00% |
16/06/2020 | 2.23% | 0.44 | 0.45 | 125,000 | 125,000 | 125,272 | 125,272 | 55,618 | 56,871 | 99.92% | 99.92% |
15/06/2020 | 2.66% | 0.36 | 0.37 | 150,000 | 150,000 | 149,480 | 149,480 | 55,451 | 56,946 | 100.00% | 100.00% |
12/06/2020 | 2.52% | 0.37 | 0.38 | 150,000 | 150,000 | 138,510 | 138,510 | 54,239 | 55,624 | 99.74% | 99.74% |
11/06/2020 | 2.62% | 0.37 | 0.38 | 125,000 | 125,000 | 143,896 | 143,896 | 54,155 | 55,594 | 97.98% | 97.98% |
10/06/2020 | 2.68% | 0.36 | 0.37 | 150,000 | 150,000 | 149,501 | 149,501 | 55,199 | 56,694 | 100.00% | 100.00% |
09/06/2020 | 3.04% | 0.35 | 0.36 | 175,000 | 175,000 | 174,219 | 174,219 | 56,433 | 58,175 | 100.00% | 100.00% |