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 | - | - |
11/06/2020 | 0.48% | 71.15 | 71.50 | 500,000 | 500,000 | 500,000 | 500,000 | 360,226 | 361,976 | 99.70% | 99.70% |
10/06/2020 | 0.52% | 74.55 | 74.90 | 500,000 | 500,000 | 500,000 | 500,000 | 377,769 | 379,743 | 99.98% | 99.98% |
09/06/2020 | 0.52% | 75.65 | 76.05 | 500,000 | 500,000 | 500,000 | 500,000 | 377,005 | 378,966 | 99.60% | 99.60% |
08/06/2020 | 0.52% | 76.65 | 77.05 | 500,000 | 500,000 | 500,000 | 500,000 | 384,460 | 386,460 | 93.61% | 93.61% |
05/06/2020 | 0.52% | 76.85 | 77.25 | 500,000 | 500,000 | 500,000 | 500,000 | 384,005 | 386,005 | 100.00% | 100.00% |
04/06/2020 | 0.52% | 75.25 | 75.65 | 500,000 | 500,000 | 500,000 | 500,000 | 376,011 | 377,964 | 99.75% | 99.75% |
03/06/2020 | 0.50% | 76.35 | 76.75 | 500,000 | 500,000 | 499,994 | 500,000 | 374,033 | 375,895 | 99.99% | 99.99% |
02/06/2020 | 0.48% | 72.40 | 72.75 | 500,000 | 500,000 | 500,000 | 500,000 | 365,774 | 367,524 | 99.99% | 99.99% |
29/05/2020 | 0.49% | 71.75 | 72.10 | 500,000 | 500,000 | 500,000 | 500,000 | 357,211 | 358,961 | 98.56% | 98.56% |