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 | - | - |
18/06/2020 | 0.51% | 77.85 | 78.25 | 500,000 | 500,000 | 500,000 | 500,000 | 389,918 | 391,918 | 99.92% | 99.92% |
17/06/2020 | 0.51% | 78.45 | 78.85 | 500,000 | 500,000 | 500,000 | 500,000 | 393,710 | 395,710 | 99.99% | 99.99% |
16/06/2020 | 0.52% | 78.20 | 78.60 | 500,000 | 500,000 | 500,000 | 500,000 | 385,349 | 387,349 | 99.93% | 99.93% |
15/06/2020 | 0.48% | 74.60 | 74.95 | 500,000 | 500,000 | 500,000 | 500,000 | 372,374 | 374,160 | 99.95% | 99.95% |
12/06/2020 | 0.51% | 74.40 | 74.75 | 500,000 | 500,000 | 500,000 | 500,000 | 375,315 | 377,238 | 99.97% | 99.97% |
11/06/2020 | 0.52% | 76.35 | 76.75 | 500,000 | 500,000 | 500,000 | 500,000 | 380,418 | 382,418 | 99.06% | 99.06% |
10/06/2020 | 0.51% | 78.40 | 78.80 | 500,000 | 500,000 | 500,000 | 500,000 | 390,802 | 392,802 | 99.97% | 99.97% |
09/06/2020 | 0.51% | 78.45 | 78.85 | 500,000 | 500,000 | 500,000 | 500,000 | 390,322 | 392,322 | 100.00% | 100.00% |
08/06/2020 | 0.49% | 80.30 | 80.70 | 500,000 | 500,000 | 500,000 | 500,000 | 404,930 | 406,930 | 99.99% | 99.99% |