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 | - | - |
18/06/2021 | 0.37% | 5.35 | 5.37 | 110,000 | 110,000 | 110,000 | 110,000 | 587,619 | 589,819 | 99.65% | 99.65% |
17/06/2021 | 0.37% | 5.29 | 5.31 | 200,000 | 200,000 | 118,900 | 118,900 | 642,678 | 645,056 | 94.07% | 94.07% |
16/06/2021 | 0.36% | 5.64 | 5.66 | 210,000 | 210,000 | 131,259 | 131,259 | 737,533 | 740,158 | 98.97% | 98.97% |
15/06/2021 | 0.35% | 5.59 | 5.61 | 210,000 | 210,000 | 129,857 | 129,857 | 740,888 | 743,485 | 97.10% | 97.10% |
14/06/2021 | 0.35% | 5.66 | 5.68 | 210,000 | 210,000 | 130,142 | 130,142 | 751,036 | 753,639 | 97.57% | 97.57% |
11/06/2021 | 0.34% | 5.77 | 5.79 | 210,000 | 210,000 | 130,721 | 130,721 | 761,664 | 764,278 | 98.32% | 98.32% |
10/06/2021 | 0.34% | 5.84 | 5.86 | 210,000 | 210,000 | 128,813 | 128,813 | 752,166 | 754,742 | 95.62% | 95.62% |
09/06/2021 | 0.34% | 5.93 | 5.95 | 210,000 | 210,000 | 131,373 | 131,373 | 773,980 | 776,607 | 98.97% | 98.97% |
08/06/2021 | 0.34% | 5.87 | 5.89 | 210,000 | 210,000 | 131,063 | 131,063 | 772,900 | 775,521 | 98.39% | 98.39% |