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 | 120.00% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 | 4,000 | 52.51% | 100.00% |
18/06/2020 | 77.90% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,374 | 4,777 | 69.03% | 100.00% |
17/06/2020 | 111.24% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,164 | 4,000 | 99.84% | 99.84% |
16/06/2020 | 113.88% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,115 | 4,000 | 45.78% | 100.00% |
15/06/2020 | 28.89% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 6,207 | 8,207 | 100.00% | 100.00% |
12/06/2020 | 29.74% | 0.04 | 0.05 | 200,000 | 200,000 | 200,000 | 200,000 | 5,823 | 7,823 | 100.00% | 100.00% |
11/06/2020 | 46.12% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 3,388 | 5,388 | 100.00% | 100.00% |
10/06/2020 | 57.94% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 2,523 | 4,523 | 98.40% | 98.40% |
09/06/2020 | 39.40% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 4,183 | 6,183 | 100.00% | 100.00% |