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 | - | - |
27/06/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/06/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/06/2019 | 5.61% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 87,026 | 92,026 | 100.00% | 100.00% |
24/06/2019 | 5.24% | 0.24 | 0.25 | 500,000 | 500,000 | 500,000 | 500,000 | 93,371 | 98,371 | 100.00% | 100.00% |
21/06/2019 | 4.56% | 0.21 | 0.22 | 500,000 | 500,000 | 500,000 | 500,000 | 107,447 | 112,447 | 100.00% | 100.00% |
20/06/2019 | 2.86% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 175,738 | 180,738 | 100.00% | 100.00% |
19/06/2019 | 1.84% | 0.53 | 0.54 | 500,000 | 500,000 | 500,000 | 500,000 | 269,251 | 274,251 | 99.78% | 99.78% |
18/06/2019 | 1.43% | 0.51 | 0.52 | 500,000 | 500,000 | 500,000 | 500,000 | 351,157 | 356,157 | 100.00% | 100.00% |
17/06/2019 | 1.41% | 0.69 | 0.70 | 500,000 | 500,000 | 500,000 | 500,000 | 351,013 | 356,013 | 100.00% | 100.00% |