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 | 0.57% | 3.54 | 3.56 | 200,000 | 200,000 | 200,000 | 200,000 | 705,354 | 709,354 | 100.00% | 100.00% |
18/06/2020 | 0.57% | 3.47 | 3.49 | 200,000 | 200,000 | 200,000 | 200,000 | 696,778 | 700,778 | 99.13% | 99.13% |
17/06/2020 | 0.58% | 3.47 | 3.49 | 200,000 | 200,000 | 200,000 | 200,000 | 687,568 | 691,568 | 99.50% | 99.50% |
16/06/2020 | 0.57% | 3.51 | 3.53 | 200,000 | 200,000 | 200,000 | 200,000 | 698,806 | 702,806 | 99.18% | 99.18% |
15/06/2020 | 0.59% | 3.45 | 3.47 | 210,000 | 210,000 | 210,000 | 210,000 | 709,714 | 713,914 | 99.70% | 99.70% |
12/06/2020 | 0.56% | 3.56 | 3.58 | 210,000 | 210,000 | 210,000 | 210,000 | 750,320 | 754,520 | 99.57% | 99.57% |
11/06/2020 | 0.56% | 3.60 | 3.62 | 210,000 | 210,000 | 210,000 | 210,000 | 741,911 | 746,111 | 99.55% | 99.55% |
10/06/2020 | 0.58% | 3.39 | 3.41 | 210,000 | 210,000 | 210,000 | 210,000 | 718,931 | 723,131 | 98.86% | 98.86% |
09/06/2020 | 0.60% | 3.40 | 3.42 | 210,000 | 210,000 | 210,000 | 210,000 | 703,686 | 707,886 | 99.72% | 99.72% |