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 | - | - | 0.02 | 0 | 20,000 | 0 | 0 | 0 | 0 | 0.00% | 93.03% |
18/06/2020 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 91.56% |
17/06/2020 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 95.00% |
16/06/2020 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 97.25% |
15/06/2020 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 89.09% |
12/06/2020 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 95.27% |
11/06/2020 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 99,999 | 100,000 | 500 | 2,000 | 14.74% | 95.98% |
10/06/2020 | 117.12% | 0.01 | 0.02 | 100,000 | 100,000 | 41,768 | 41,768 | 236 | 835 | 93.07% | 93.07% |
09/06/2020 | 65.65% | 0.01 | 0.02 | 100,000 | 100,000 | 42,408 | 42,408 | 439 | 897 | 91.15% | 91.15% |