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 | 3.27% | 0.44 | 0.46 | 600,000 | 250,000 | 600,000 | 250,000 | 271,216 | 116,757 | 96.02% | 96.02% |
18/06/2020 | 2.60% | 0.48 | 0.50 | 600,000 | 250,000 | 600,000 | 250,000 | 294,874 | 126,096 | 98.01% | 98.01% |
17/06/2020 | 2.43% | 0.51 | 0.52 | 600,000 | 250,000 | 600,000 | 250,000 | 293,457 | 125,274 | 98.06% | 98.06% |
16/06/2020 | 2.65% | 0.46 | 0.47 | 600,000 | 250,000 | 600,000 | 250,000 | 268,864 | 115,027 | 96.48% | 96.48% |
15/06/2020 | 4.11% | 0.33 | 0.34 | 600,000 | 250,000 | 600,000 | 250,000 | 172,544 | 74,893 | 97.57% | 97.57% |
12/06/2020 | 3.59% | 0.31 | 0.33 | 600,000 | 250,000 | 600,000 | 250,000 | 197,889 | 85,454 | 99.64% | 99.64% |
11/06/2020 | 3.35% | 0.31 | 0.32 | 600,000 | 250,000 | 600,000 | 250,000 | 212,187 | 91,411 | 98.69% | 98.69% |
10/06/2020 | 2.53% | 0.45 | 0.47 | 600,000 | 250,000 | 600,000 | 250,000 | 281,932 | 120,472 | 99.39% | 99.39% |
09/06/2020 | 2.45% | 0.50 | 0.51 | 600,000 | 250,000 | 600,000 | 250,000 | 290,912 | 124,213 | 99.60% | 99.60% |