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 | - | - | 0.07 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | 163.14% | 0.01 | 0.08 | 250,000 | 250,000 | 141,570 | 141,570 | 1,114 | 10,799 | 42.45% | 97.77% |
17/06/2020 | 17.72% | 0.04 | 0.06 | 250,000 | 250,000 | 92,649 | 92,649 | 8,301 | 10,154 | 99.06% | 99.06% |
16/06/2020 | 14.48% | 0.09 | 0.11 | 250,000 | 250,000 | 89,357 | 89,360 | 11,721 | 13,509 | 97.07% | 97.07% |
15/06/2020 | 54.29% | 0.03 | 0.05 | 250,000 | 250,000 | 91,349 | 91,346 | 2,589 | 4,416 | 98.33% | 98.33% |
12/06/2020 | 15.41% | 0.08 | 0.10 | 250,000 | 250,000 | 91,673 | 91,669 | 9,964 | 11,797 | 98.13% | 98.13% |
11/06/2020 | 11.96% | 0.10 | 0.12 | 250,000 | 250,000 | 90,774 | 90,774 | 13,418 | 15,233 | 97.90% | 97.90% |
10/06/2020 | 4.30% | 0.47 | 0.49 | 220,000 | 220,000 | 85,273 | 85,273 | 45,145 | 47,095 | 98.06% | 98.06% |
09/06/2020 | 4.94% | 0.65 | 0.68 | 170,000 | 170,000 | 66,765 | 66,765 | 39,792 | 41,794 | 98.16% | 98.16% |