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 | 5.83% | 1.23 | 1.30 | 30,000 | 30,000 | 30,000 | 30,000 | 35,016 | 37,116 | 99.46% | 99.46% |
18/06/2020 | 5.95% | 1.07 | 1.14 | 140,000 | 140,000 | 51,929 | 51,929 | 53,538 | 56,966 | 96.13% | 96.13% |
17/06/2020 | 1.43% | 1.21 | 1.23 | 140,000 | 140,000 | 51,909 | 51,909 | 69,191 | 70,230 | 96.81% | 96.81% |
16/06/2020 | 1.52% | 1.16 | 1.18 | 170,000 | 170,000 | 62,806 | 62,806 | 84,572 | 85,828 | 94.52% | 94.52% |
15/06/2020 | 3.79% | 0.66 | 0.68 | 190,000 | 190,000 | 70,904 | 70,905 | 38,852 | 40,271 | 98.26% | 98.26% |
12/06/2020 | 2.01% | 0.81 | 0.83 | 230,000 | 230,000 | 86,768 | 86,768 | 84,993 | 86,728 | 97.65% | 97.65% |
11/06/2020 | 1.48% | 1.05 | 1.07 | 140,000 | 140,000 | 51,155 | 51,155 | 65,976 | 66,999 | 96.53% | 96.53% |
10/06/2020 | 1.14% | 2.00 | 2.02 | 140,000 | 140,000 | 52,438 | 52,438 | 109,850 | 111,046 | 96.20% | 96.20% |
09/06/2020 | 1.35% | 2.28 | 2.31 | 130,000 | 130,000 | 50,556 | 50,556 | 111,586 | 113,103 | 96.60% | 96.60% |