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 | 2.49% | 0.40 | 0.41 | 40,000 | 40,000 | 40,000 | 40,000 | 15,875 | 16,275 | 100.00% | 100.00% |
18/06/2020 | 2.70% | 0.36 | 0.37 | 40,000 | 40,000 | 40,000 | 40,000 | 14,646 | 15,046 | 100.00% | 100.00% |
17/06/2020 | 2.39% | 0.39 | 0.40 | 50,000 | 50,000 | 50,000 | 50,000 | 20,702 | 21,202 | 99.91% | 99.91% |
16/06/2020 | 2.34% | 0.41 | 0.42 | 50,000 | 50,000 | 50,000 | 50,000 | 21,142 | 21,642 | 100.00% | 100.00% |
15/06/2020 | 2.83% | 0.35 | 0.36 | 50,000 | 50,000 | 50,000 | 50,000 | 17,416 | 17,916 | 99.18% | 99.18% |
12/06/2020 | 2.60% | 0.38 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 19,013 | 19,513 | 100.00% | 100.00% |
11/06/2020 | 2.29% | 0.38 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 21,585 | 22,085 | 95.73% | 95.73% |
10/06/2020 | 1.89% | 0.50 | 0.51 | 50,000 | 50,000 | 50,000 | 50,000 | 26,176 | 26,676 | 99.15% | 99.15% |
09/06/2020 | 1.86% | 0.55 | 0.56 | 50,000 | 50,000 | 50,000 | 50,000 | 26,635 | 27,135 | 100.00% | 100.00% |