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% | 97.72% |
17/06/2020 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.93% |
16/06/2020 | - | - | 0.03 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 97.03% |
15/06/2020 | 94.01% | 0.02 | 0.06 | 250,000 | 250,000 | 90,796 | 90,796 | 3,973 | 9,595 | 98.01% | 98.01% |
12/06/2020 | 68.72% | 0.09 | 0.13 | 250,000 | 250,000 | 91,078 | 91,078 | 3,436 | 7,079 | 97.77% | 97.77% |
11/06/2020 | 153.23% | 0.01 | 0.05 | 250,000 | 250,000 | 62,750 | 62,750 | 377 | 2,887 | 16.10% | 97.97% |
10/06/2020 | - | - | 0.03 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.94% |
09/06/2020 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.07% |