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 | 5.80% | 0.32 | 0.34 | 110,000 | 110,000 | 110,000 | 110,000 | 36,986 | 39,186 | 100.00% | 100.00% |
18/06/2020 | 5.31% | 0.35 | 0.37 | 110,000 | 110,000 | 110,000 | 110,000 | 40,691 | 42,891 | 99.36% | 99.36% |
17/06/2020 | 5.33% | 0.38 | 0.40 | 130,000 | 130,000 | 130,000 | 130,000 | 47,721 | 50,321 | 99.34% | 99.34% |
16/06/2020 | 5.57% | 0.40 | 0.42 | 120,000 | 120,000 | 120,000 | 120,000 | 42,077 | 44,477 | 99.50% | 99.50% |
15/06/2020 | 3.47% | 0.49 | 0.51 | 130,000 | 130,000 | 130,000 | 130,000 | 73,681 | 76,281 | 98.66% | 98.66% |
12/06/2020 | 4.21% | 0.53 | 0.55 | 120,000 | 120,000 | 120,000 | 120,000 | 55,995 | 58,395 | 98.92% | 98.92% |
11/06/2020 | 4.69% | 0.54 | 0.56 | 170,000 | 170,000 | 170,000 | 170,000 | 71,333 | 74,733 | 95.15% | 95.15% |
10/06/2020 | 6.21% | 0.30 | 0.32 | 180,000 | 180,000 | 180,000 | 180,000 | 56,390 | 59,990 | 98.72% | 98.72% |
09/06/2020 | 5.93% | 0.29 | 0.31 | 200,000 | 200,000 | 200,000 | 200,000 | 65,697 | 69,697 | 98.83% | 98.83% |