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 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/06/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.81% |
16/06/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/06/2020 | 112.14% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,156 | 4,013 | 83.08% | 100.00% |
12/06/2020 | 64.98% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,102 | 4,102 | 100.00% | 100.00% |
11/06/2020 | 66.67% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 | 4,000 | 100.00% | 100.00% |
10/06/2020 | 116.02% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,075 | 4,000 | 98.79% | 98.79% |
09/06/2020 | 66.67% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 | 4,000 | 100.00% | 100.00% |