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 | - | - |
18/06/2021 | 1.03% | 0.99 | 1.00 | 225,000 | 225,000 | 225,000 | 225,000 | 216,907 | 219,157 | 98.84% | 98.84% |
17/06/2021 | 1.07% | 0.95 | 0.96 | 225,000 | 225,000 | 224,997 | 225,000 | 208,499 | 210,752 | 99.75% | 99.75% |
16/06/2021 | 1.09% | 0.95 | 0.96 | 225,000 | 225,000 | 225,000 | 225,000 | 205,891 | 208,141 | 99.74% | 99.74% |
15/06/2021 | 1.17% | 0.88 | 0.89 | 225,000 | 225,000 | 225,000 | 225,000 | 190,713 | 192,963 | 98.41% | 98.41% |
14/06/2021 | 1.19% | 0.82 | 0.83 | 225,000 | 225,000 | 225,000 | 225,000 | 187,667 | 189,917 | 99.63% | 99.63% |
11/06/2021 | 1.17% | 0.85 | 0.86 | 225,000 | 225,000 | 225,000 | 225,000 | 190,523 | 192,773 | 85.95% | 85.95% |
10/06/2021 | 1.23% | 0.83 | 0.84 | 225,000 | 225,000 | 225,000 | 225,000 | 181,361 | 183,611 | 84.75% | 84.75% |
09/06/2021 | 1.41% | 0.80 | 0.81 | 225,000 | 225,000 | 225,000 | 225,000 | 159,366 | 161,616 | 80.45% | 80.45% |
08/06/2021 | 1.63% | 0.61 | 0.62 | 225,000 | 225,000 | 224,958 | 225,000 | 136,577 | 138,852 | 91.31% | 91.31% |