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 | - | - |
02/07/2020 | 1.00% | 99.21 | 100.21 | 60,000 | 60,000 | 93,967 | 93,967 | 93,170 | 94,110 | 83.58% | 83.58% |
01/07/2020 | 1.00% | 99.21 | 100.21 | 60,000 | 60,000 | 91,709 | 91,709 | 90,807 | 91,724 | 99.35% | 99.35% |
30/06/2020 | 1.01% | 98.97 | 99.97 | 60,000 | 60,000 | 91,678 | 91,678 | 90,686 | 91,603 | 99.90% | 99.90% |
29/06/2020 | 1.01% | 98.68 | 99.68 | 60,000 | 60,000 | 91,712 | 91,712 | 90,330 | 91,247 | 99.77% | 99.77% |
26/06/2020 | 1.00% | 98.94 | 99.94 | 60,000 | 60,000 | 76,678 | 76,678 | 75,945 | 76,712 | 91.99% | 91.99% |
25/06/2020 | 1.01% | 99.03 | 100.03 | 60,000 | 60,000 | 91,261 | 91,261 | 90,347 | 91,259 | 95.34% | 95.34% |
24/06/2020 | 1.00% | 99.16 | 100.16 | 60,000 | 60,000 | 91,667 | 91,667 | 90,992 | 91,909 | 100.00% | 100.00% |
23/06/2020 | 1.00% | 99.36 | 100.36 | 60,000 | 60,000 | 91,610 | 91,610 | 90,929 | 91,846 | 99.32% | 99.32% |
22/06/2020 | 1.01% | 99.03 | 100.03 | 60,000 | 60,000 | 91,410 | 91,410 | 90,402 | 91,316 | 97.00% | 97.00% |