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 | 45.33% | 0.02 | 0.03 | 50,000 | 50,000 | 50,000 | 50,000 | 867 | 1,367 | 100.00% | 100.00% |
18/06/2020 | 25.18% | 0.03 | 0.04 | 310,000 | 310,000 | 127,093 | 127,093 | 4,395 | 5,666 | 91.52% | 91.52% |
17/06/2020 | 19.00% | 0.03 | 0.04 | 270,000 | 270,000 | 111,070 | 111,070 | 4,697 | 5,807 | 96.07% | 96.07% |
16/06/2020 | 16.23% | 0.07 | 0.08 | 310,000 | 310,000 | 124,094 | 124,094 | 7,385 | 8,626 | 97.24% | 97.24% |
15/06/2020 | 9.17% | 0.08 | 0.09 | 250,000 | 250,000 | 101,486 | 101,486 | 9,805 | 10,820 | 91.46% | 91.46% |
12/06/2020 | 11.33% | 0.11 | 0.12 | 260,000 | 260,000 | 105,502 | 105,502 | 8,996 | 10,051 | 97.05% | 97.05% |
11/06/2020 | 11.81% | 0.08 | 0.09 | 340,000 | 340,000 | 137,552 | 137,552 | 10,866 | 12,242 | 95.98% | 95.98% |
10/06/2020 | 13.18% | 0.07 | 0.08 | 330,000 | 330,000 | 128,634 | 128,634 | 8,769 | 10,055 | 93.20% | 93.20% |
09/06/2020 | 12.63% | 0.08 | 0.09 | 400,000 | 400,000 | 159,262 | 159,262 | 12,215 | 13,808 | 91.23% | 91.23% |