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 | 0.72% | 2.78 | 2.80 | 200,000 | 200,000 | 200,000 | 200,000 | 553,256 | 557,256 | 99.98% | 99.98% |
18/06/2020 | 0.73% | 2.71 | 2.73 | 200,000 | 200,000 | 200,000 | 200,000 | 544,786 | 548,786 | 98.98% | 98.98% |
17/06/2020 | 0.74% | 2.71 | 2.73 | 200,000 | 200,000 | 200,000 | 200,000 | 535,578 | 539,578 | 99.63% | 99.63% |
16/06/2020 | 0.73% | 2.75 | 2.77 | 200,000 | 200,000 | 200,000 | 200,000 | 547,007 | 551,007 | 98.95% | 98.95% |
15/06/2020 | 0.76% | 2.69 | 2.71 | 210,000 | 210,000 | 210,000 | 210,000 | 549,953 | 554,153 | 99.70% | 99.70% |
12/06/2020 | 0.71% | 2.80 | 2.82 | 210,000 | 210,000 | 210,000 | 210,000 | 591,288 | 595,488 | 99.56% | 99.56% |
11/06/2020 | 0.72% | 2.84 | 2.86 | 210,000 | 210,000 | 210,000 | 210,000 | 583,661 | 587,861 | 99.50% | 99.50% |
10/06/2020 | 0.75% | 2.63 | 2.65 | 210,000 | 210,000 | 210,000 | 210,000 | 559,989 | 564,189 | 98.72% | 98.72% |
09/06/2020 | 0.77% | 2.64 | 2.66 | 210,000 | 210,000 | 210,000 | 210,000 | 543,437 | 547,637 | 99.86% | 99.86% |