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 | 1.73% | 4.09 | 4.16 | 30,000 | 30,000 | 30,000 | 30,000 | 120,614 | 122,714 | 100.00% | 100.00% |
18/06/2020 | 1.62% | 3.92 | 3.99 | 130,000 | 130,000 | 50,374 | 50,374 | 195,216 | 198,542 | 93.44% | 93.44% |
17/06/2020 | 0.47% | 4.06 | 4.08 | 130,000 | 130,000 | 49,665 | 49,665 | 206,722 | 207,715 | 95.65% | 95.65% |
16/06/2020 | 0.49% | 3.95 | 3.97 | 130,000 | 130,000 | 45,852 | 45,852 | 190,045 | 190,962 | 91.60% | 91.60% |
15/06/2020 | 0.69% | 3.23 | 3.25 | 140,000 | 140,000 | 51,896 | 51,896 | 154,036 | 155,074 | 97.30% | 97.30% |
12/06/2020 | 0.56% | 3.25 | 3.27 | 140,000 | 140,000 | 50,151 | 50,151 | 178,146 | 179,149 | 94.40% | 94.40% |
11/06/2020 | 0.49% | 3.69 | 3.71 | 130,000 | 130,000 | 48,440 | 48,440 | 193,073 | 194,041 | 94.36% | 94.36% |
10/06/2020 | 0.50% | 4.78 | 4.80 | 130,000 | 130,000 | 50,421 | 50,421 | 246,690 | 247,845 | 96.41% | 96.41% |
09/06/2020 | 0.60% | 5.10 | 5.13 | 130,000 | 130,000 | 50,699 | 50,699 | 254,804 | 256,325 | 96.55% | 96.55% |