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 | - | - |
21/06/2019 | 133.33% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 5,000 | 100.00% | 100.00% |
20/06/2019 | 160.00% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 9,000 | 73.84% | 99.92% |
19/06/2019 | - | - | 0.01 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2019 | 160.00% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000 | 9,000 | 81.97% | 99.81% |
17/06/2019 | 102.11% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 989,705 | 3,887 | 11,739 | 95.23% | 95.23% |
14/06/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 750,000 | 1,000,000 | 557,157 | 10,000 | 11,143 | 99.01% | 99.01% |
13/06/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 400,000 | 1,000,000 | 693,793 | 10,000 | 13,876 | 99.01% | 99.57% |
12/06/2019 | 66.67% | 0.01 | 0.02 | 1,000,000 | 750,000 | 1,000,000 | 484,712 | 10,000 | 9,694 | 99.22% | 99.22% |
11/06/2019 | 64.84% | 0.01 | 0.02 | 1,000,000 | 400,000 | 1,000,000 | 573,763 | 10,686 | 11,750 | 99.41% | 99.41% |