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 | 163.26% | 0.01 | 0.06 | 80,000 | 80,000 | 80,000 | 80,000 | 465 | 4,560 | 100.00% | 100.00% |
18/06/2020 | 160.53% | 0.01 | 0.06 | 80,000 | 80,000 | 80,000 | 80,000 | 505 | 4,560 | 81.14% | 100.00% |
17/06/2020 | 64.28% | 0.02 | 0.06 | 70,000 | 70,000 | 70,000 | 70,000 | 2,111 | 4,002 | 99.90% | 99.90% |
16/06/2020 | 39.70% | 0.03 | 0.06 | 80,000 | 80,000 | 80,000 | 80,000 | 3,320 | 4,819 | 100.00% | 100.00% |
15/06/2020 | 131.29% | 0.02 | 0.06 | 80,000 | 80,000 | 80,000 | 80,000 | 965 | 4,560 | 99.17% | 99.17% |
12/06/2020 | 60.02% | 0.03 | 0.06 | 80,000 | 80,000 | 80,000 | 80,000 | 2,469 | 4,560 | 100.00% | 100.00% |
11/06/2020 | 15.82% | 0.04 | 0.06 | 50,000 | 50,000 | 50,000 | 50,000 | 3,136 | 3,650 | 94.01% | 94.01% |
10/06/2020 | 6.68% | 0.12 | 0.13 | 50,000 | 50,000 | 50,000 | 50,000 | 7,307 | 7,807 | 99.09% | 99.09% |
09/06/2020 | 6.31% | 0.17 | 0.18 | 50,000 | 50,000 | 50,000 | 50,000 | 7,727 | 8,227 | 100.00% | 100.00% |