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 | - | 0.48 | 0.43 | 225,000 | 75,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | 4.35% | 0.44 | 0.46 | 225,000 | 75,000 | 225,000 | 75,000 | 101,204 | 35,235 | 94.17% | 95.02% |
17/06/2020 | 5.15% | 0.44 | 0.46 | 225,000 | 75,000 | 225,000 | 75,000 | 85,668 | 30,056 | 99.38% | 99.38% |
16/06/2020 | 3.29% | 0.32 | 0.33 | 225,000 | 75,000 | 225,000 | 75,000 | 67,584 | 23,278 | 98.16% | 98.16% |
15/06/2020 | 4.42% | 0.23 | 0.24 | 300,000 | 100,000 | 298,380 | 99,460 | 66,942 | 23,309 | 99.95% | 99.95% |
12/06/2020 | 3.10% | 0.26 | 0.27 | 300,000 | 100,000 | 240,674 | 80,225 | 76,260 | 26,222 | 99.91% | 99.91% |
11/06/2020 | 2.97% | 0.39 | 0.40 | 225,000 | 75,000 | 225,000 | 75,000 | 75,645 | 25,965 | 98.51% | 98.51% |
10/06/2020 | 2.70% | 0.35 | 0.36 | 225,000 | 75,000 | 225,000 | 75,000 | 82,427 | 28,226 | 99.56% | 99.56% |
09/06/2020 | 3.94% | 0.33 | 0.34 | 225,000 | 75,000 | 289,647 | 96,549 | 72,276 | 25,058 | 99.99% | 99.99% |