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 | 1.31% | 0.79 | 0.80 | 225,000 | 225,000 | 224,782 | 225,000 | 170,759 | 173,177 | 95.60% | 98.42% |
17/06/2021 | 1.38% | 0.74 | 0.75 | 225,000 | 225,000 | 224,869 | 225,000 | 162,497 | 164,839 | 96.56% | 100.00% |
16/06/2021 | 1.40% | 0.75 | 0.76 | 225,000 | 225,000 | 224,869 | 225,000 | 160,077 | 162,424 | 98.37% | 100.00% |
15/06/2021 | 1.54% | 0.67 | 0.68 | 225,000 | 225,000 | 224,821 | 225,000 | 144,926 | 147,297 | 98.30% | 100.00% |
14/06/2021 | 1.57% | 0.62 | 0.63 | 225,000 | 225,000 | 224,968 | 225,000 | 142,213 | 144,483 | 98.67% | 99.94% |
11/06/2021 | 1.54% | 0.64 | 0.65 | 225,000 | 225,000 | 224,978 | 225,000 | 144,708 | 146,972 | 99.57% | 100.00% |
10/06/2021 | 1.64% | 0.63 | 0.64 | 225,000 | 225,000 | 225,000 | 225,000 | 136,452 | 138,702 | 99.02% | 99.68% |
09/06/2021 | 1.98% | 0.60 | 0.61 | 225,000 | 225,000 | 224,661 | 224,890 | 113,363 | 115,731 | 93.18% | 94.48% |
08/06/2021 | 2.43% | 0.41 | 0.42 | 225,000 | 225,000 | 224,577 | 225,106 | 91,253 | 93,723 | 98.59% | 98.99% |