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 | - | - | 0.01 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | - | - | 0.01 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 94.75% |
17/06/2020 | - | - | 0.01 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 99.81% |
16/06/2020 | - | - | 0.01 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 99.81% |
15/06/2020 | - | - | 0.01 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12/06/2020 | 66.67% | 0.01 | 0.01 | 500,000 | 500,000 | 498,122 | 498,122 | 4,981 | 9,962 | 83.11% | 100.00% |
11/06/2020 | 66.67% | 0.01 | 0.02 | 500,000 | 500,000 | 410,076 | 410,076 | 4,101 | 8,202 | 57.86% | 99.93% |
10/06/2020 | 20.44% | 0.03 | 0.04 | 250,000 | 250,000 | 184,752 | 184,752 | 8,191 | 10,039 | 98.66% | 98.66% |
09/06/2020 | 21.19% | 0.04 | 0.05 | 200,000 | 200,000 | 184,883 | 184,867 | 7,869 | 9,717 | 93.61% | 93.62% |