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 | 0.46% | 4.32 | 4.34 | 200,000 | 200,000 | 200,000 | 200,000 | 859,472 | 863,472 | 100.00% | 100.00% |
18/06/2020 | 0.47% | 4.24 | 4.26 | 200,000 | 200,000 | 200,000 | 200,000 | 850,774 | 854,774 | 99.42% | 99.42% |
17/06/2020 | 0.47% | 4.25 | 4.27 | 200,000 | 200,000 | 200,000 | 200,000 | 841,549 | 845,549 | 99.70% | 99.70% |
16/06/2020 | 0.47% | 4.28 | 4.30 | 200,000 | 200,000 | 200,000 | 200,000 | 852,518 | 856,518 | 99.67% | 99.67% |
15/06/2020 | 0.48% | 4.21 | 4.23 | 210,000 | 210,000 | 210,000 | 210,000 | 871,529 | 875,729 | 100.00% | 100.00% |
12/06/2020 | 0.46% | 4.33 | 4.35 | 210,000 | 210,000 | 210,000 | 210,000 | 911,460 | 915,660 | 99.64% | 99.64% |
11/06/2020 | 0.46% | 4.36 | 4.38 | 210,000 | 210,000 | 210,000 | 210,000 | 902,159 | 906,359 | 99.75% | 99.75% |
10/06/2020 | 0.48% | 4.15 | 4.17 | 210,000 | 210,000 | 210,000 | 210,000 | 879,976 | 884,176 | 99.30% | 99.30% |
09/06/2020 | 0.48% | 4.17 | 4.19 | 210,000 | 210,000 | 210,000 | 210,000 | 865,951 | 870,151 | 99.94% | 99.94% |