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 | 7.79% | 0.29 | 0.31 | 180,000 | 50,000 | 175,651 | 50,000 | 51,794 | 15,961 | 99.65% | 99.65% |
18/06/2020 | 5.82% | 0.33 | 0.35 | 160,000 | 50,000 | 155,566 | 50,000 | 51,918 | 17,701 | 90.64% | 90.64% |
17/06/2020 | 5.83% | 0.35 | 0.37 | 150,000 | 50,000 | 155,175 | 50,000 | 51,654 | 17,706 | 82.50% | 82.50% |
16/06/2020 | 6.61% | 0.30 | 0.32 | 170,000 | 50,000 | 176,290 | 50,000 | 51,582 | 15,664 | 92.56% | 92.56% |
15/06/2020 | 6.61% | 0.18 | 0.19 | 280,000 | 50,000 | 347,785 | 50,000 | 50,891 | 7,913 | 85.32% | 85.32% |
12/06/2020 | 5.33% | 0.17 | 0.18 | 300,000 | 50,000 | 277,900 | 50,000 | 50,774 | 9,721 | 96.19% | 96.19% |
11/06/2020 | 4.82% | 0.16 | 0.17 | 320,000 | 50,000 | 248,830 | 49,925 | 50,561 | 10,730 | 98.89% | 98.89% |
10/06/2020 | 6.19% | 0.30 | 0.32 | 170,000 | 50,000 | 165,653 | 50,000 | 51,850 | 16,729 | 99.70% | 99.70% |
09/06/2020 | 5.90% | 0.35 | 0.37 | 150,000 | 50,000 | 157,930 | 50,000 | 51,939 | 17,496 | 100.00% | 100.00% |