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 | - | - |
21/06/2019 | 11.78% | 0.16 | 0.18 | 210,000 | 210,000 | 210,000 | 210,000 | 33,602 | 37,802 | 100.00% | 100.00% |
20/06/2019 | 9.75% | 0.17 | 0.19 | 210,000 | 210,000 | 210,000 | 210,000 | 41,080 | 45,280 | 100.00% | 100.00% |
19/06/2019 | 11.42% | 0.16 | 0.18 | 210,000 | 210,000 | 210,000 | 210,000 | 33,035 | 37,009 | 100.00% | 100.00% |
18/06/2019 | 5.93% | 0.20 | 0.21 | 240,000 | 240,000 | 240,000 | 240,000 | 40,325 | 42,725 | 100.00% | 100.00% |
17/06/2019 | 11.37% | 0.11 | 0.12 | 290,000 | 290,000 | 290,000 | 290,000 | 24,356 | 27,256 | 100.00% | 100.00% |
14/06/2019 | 10.51% | 0.10 | 0.11 | 290,000 | 290,000 | 290,000 | 290,000 | 26,721 | 29,621 | 99.57% | 99.57% |
13/06/2019 | 9.40% | 0.08 | 0.09 | 350,000 | 350,000 | 350,000 | 350,000 | 35,808 | 39,308 | 100.00% | 100.00% |
12/06/2019 | 17.84% | 0.07 | 0.08 | 400,000 | 400,000 | 400,000 | 400,000 | 20,714 | 24,714 | 100.00% | 100.00% |
11/06/2019 | 17.93% | 0.05 | 0.06 | 400,000 | 400,000 | 400,000 | 400,000 | 20,622 | 24,622 | 100.00% | 100.00% |