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 | - | - | 0.07 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 97.67% |
17/06/2020 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.02% |
16/06/2020 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 97.08% |
15/06/2020 | 70.66% | 0.01 | 0.03 | 250,000 | 250,000 | 91,189 | 91,189 | 1,412 | 3,235 | 98.27% | 98.27% |
12/06/2020 | 83.46% | 0.04 | 0.06 | 250,000 | 250,000 | 91,619 | 91,619 | 1,367 | 3,200 | 98.10% | 98.10% |
11/06/2020 | 133.33% | 0.01 | 0.02 | 50,000 | 250,000 | 50,000 | 50,000 | 250 | 1,250 | 14.92% | 97.85% |
10/06/2020 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.85% |
09/06/2020 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.98% |