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 | 95.18% | 0.01 | 0.02 | 600,000 | 200,000 | 554,502 | 184,834 | 3,031 | 2,859 | 99.92% | 99.92% |
20/06/2019 | 65.43% | 0.01 | 0.02 | 450,000 | 150,000 | 556,806 | 185,602 | 5,709 | 3,759 | 99.91% | 99.91% |
19/06/2019 | 113.92% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 542,091 | 3,812 | 7,435 | 100.00% | 100.00% |
18/06/2019 | 55.75% | 0.01 | 0.02 | 900,000 | 300,000 | 603,331 | 201,110 | 8,162 | 4,732 | 99.86% | 99.86% |
17/06/2019 | 32.73% | 0.02 | 0.03 | 600,000 | 200,000 | 460,706 | 153,569 | 12,021 | 5,543 | 95.20% | 95.20% |
14/06/2019 | 27.06% | 0.05 | 0.06 | 300,000 | 100,000 | 415,301 | 138,434 | 13,215 | 5,789 | 99.02% | 99.02% |
13/06/2019 | 18.55% | 0.03 | 0.04 | 450,000 | 150,000 | 313,353 | 104,451 | 15,525 | 6,220 | 99.58% | 99.58% |
12/06/2019 | 24.45% | 0.06 | 0.07 | 300,000 | 100,000 | 405,902 | 135,301 | 14,864 | 6,308 | 99.21% | 99.21% |
11/06/2019 | 19.96% | 0.05 | 0.06 | 300,000 | 100,000 | 342,571 | 114,190 | 15,431 | 6,286 | 99.41% | 99.41% |