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 | - | - |
15/06/2020 | 2.99% | 99.20 | 102.20 | 250,000 | 50,000 | 250,000 | 50,000 | 248,000 | 51,106 | 100.00% | 100.00% |
12/06/2020 | 1.78% | 99.20 | 100.20 | 500,000 | 100,000 | 305,135 | 61,027 | 302,694 | 61,542 | 100.00% | 100.00% |
11/06/2020 | 1.73% | 99.20 | 100.20 | 500,000 | 100,000 | 305,019 | 61,004 | 302,579 | 61,495 | 100.00% | 100.00% |
10/06/2020 | 1.70% | 99.30 | 100.30 | 500,000 | 100,000 | 306,574 | 61,315 | 304,428 | 61,850 | 97.52% | 97.52% |
09/06/2020 | 1.70% | 99.30 | 100.30 | 500,000 | 100,000 | 305,140 | 61,028 | 303,004 | 61,565 | 100.00% | 100.00% |
08/06/2020 | 1.70% | 99.30 | 100.30 | 500,000 | 100,000 | 305,003 | 61,001 | 302,868 | 61,537 | 100.00% | 100.00% |
05/06/2020 | 1.70% | 99.30 | 100.30 | 500,000 | 100,000 | 305,104 | 61,021 | 302,968 | 61,557 | 100.00% | 100.00% |
04/06/2020 | 1.77% | 99.40 | 100.40 | 500,000 | 100,000 | 304,828 | 60,966 | 302,999 | 61,599 | 100.00% | 100.00% |
03/06/2020 | 1.78% | 99.40 | 100.40 | 500,000 | 100,000 | 305,453 | 61,091 | 303,620 | 61,727 | 99.42% | 99.42% |