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 | - | - |
26/06/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/06/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/06/2019 | 2.52% | 0.36 | 0.37 | 140,000 | 100,000 | 131,982 | 100,000 | 51,792 | 40,346 | 99.12% | 99.12% |
21/06/2019 | 1.87% | 0.52 | 0.53 | 100,000 | 100,000 | 102,732 | 100,000 | 54,574 | 54,256 | 100.00% | 100.00% |
20/06/2019 | 1.55% | 0.61 | 0.62 | 100,000 | 100,000 | 100,000 | 100,000 | 63,967 | 64,967 | 100.00% | 100.00% |
19/06/2019 | 0.96% | 1.02 | 1.03 | 100,000 | 100,000 | 100,000 | 100,000 | 103,228 | 104,228 | 99.49% | 99.49% |
18/06/2019 | 1.00% | 0.98 | 0.99 | 100,000 | 100,000 | 100,000 | 100,000 | 99,862 | 100,862 | 98.10% | 98.10% |
17/06/2019 | 0.91% | 1.08 | 1.09 | 100,000 | 100,000 | 100,000 | 100,000 | 109,929 | 110,929 | 98.35% | 98.35% |
14/06/2019 | 1.06% | 0.97 | 0.98 | 100,000 | 100,000 | 100,000 | 100,000 | 93,768 | 94,768 | 97.89% | 97.89% |