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 | - | 0.01 | 0.01 | 500,000 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 99.65% |
18/06/2020 | 66.62% | 0.01 | 0.01 | 500,000 | 50,000 | 500,000 | 50,000 | 5,009 | 1,001 | 55.31% | 97.22% |
17/06/2020 | 44.29% | 0.02 | 0.03 | 500,000 | 50,000 | 499,965 | 50,000 | 9,534 | 1,453 | 93.22% | 93.22% |
16/06/2020 | 53.08% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 7,548 | 1,255 | 93.07% | 93.07% |
15/06/2020 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 73.92% |
12/06/2020 | 66.67% | 0.01 | 0.01 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 36.70% | 96.10% |
11/06/2020 | 66.67% | 0.01 | 0.01 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 91.91% | 98.88% |
10/06/2020 | 23.20% | 0.03 | 0.04 | 500,000 | 50,000 | 500,000 | 50,000 | 19,935 | 2,494 | 99.70% | 99.70% |
09/06/2020 | 19.34% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 23,966 | 2,897 | 99.94% | 99.94% |