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 | 0.60% | 3.27 | 3.32 | 150,000 | 50,000 | 131,514 | 43,838 | 434,163 | 145,598 | 7.03% | 93.99% |
18/06/2020 | 0.61% | 3.24 | 3.26 | 150,000 | 50,000 | 150,000 | 50,000 | 488,979 | 163,993 | 98.20% | 98.20% |
17/06/2020 | 0.63% | 3.29 | 3.31 | 150,000 | 50,000 | 150,000 | 50,000 | 476,732 | 159,911 | 96.07% | 96.07% |
16/06/2020 | 0.67% | 2.98 | 3.00 | 150,000 | 50,000 | 150,000 | 50,000 | 444,618 | 149,206 | 96.43% | 96.43% |
15/06/2020 | 0.44% | 2.81 | 2.83 | 150,000 | 50,000 | 150,000 | 50,000 | 403,643 | 135,141 | 99.07% | 99.07% |
12/06/2020 | 0.35% | 2.74 | 2.75 | 150,000 | 50,000 | 150,000 | 50,000 | 424,160 | 141,887 | 99.43% | 99.43% |
11/06/2020 | 0.37% | 2.70 | 2.71 | 150,000 | 50,000 | 150,000 | 50,000 | 407,503 | 136,334 | 99.31% | 99.31% |
10/06/2020 | 0.34% | 2.95 | 2.96 | 150,000 | 50,000 | 150,000 | 50,000 | 439,563 | 147,021 | 99.42% | 99.42% |
09/06/2020 | 0.34% | 2.93 | 2.94 | 150,000 | 50,000 | 150,000 | 50,000 | 437,006 | 146,169 | 99.60% | 99.60% |