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 | 1.18% | 1.68 | 1.70 | 110,000 | 110,000 | 110,000 | 110,000 | 184,626 | 186,826 | 99.98% | 99.98% |
17/06/2021 | 1.13% | 1.64 | 1.66 | 210,000 | 210,000 | 130,056 | 130,056 | 228,628 | 231,229 | 95.77% | 95.77% |
16/06/2021 | 0.98% | 2.06 | 2.08 | 210,000 | 210,000 | 131,208 | 131,208 | 267,022 | 269,646 | 98.91% | 98.91% |
15/06/2021 | 0.93% | 2.02 | 2.04 | 210,000 | 210,000 | 129,858 | 129,858 | 275,783 | 278,380 | 97.11% | 97.11% |
14/06/2021 | 0.90% | 2.08 | 2.10 | 210,000 | 210,000 | 130,242 | 130,242 | 284,873 | 287,478 | 97.73% | 97.73% |
11/06/2021 | 0.88% | 2.18 | 2.20 | 210,000 | 210,000 | 131,329 | 131,329 | 295,655 | 298,282 | 99.08% | 99.08% |
10/06/2021 | 0.88% | 2.27 | 2.29 | 210,000 | 210,000 | 129,646 | 129,646 | 294,887 | 297,480 | 96.67% | 96.67% |
09/06/2021 | 0.86% | 2.37 | 2.39 | 210,000 | 210,000 | 131,363 | 131,363 | 305,861 | 308,488 | 99.10% | 99.10% |
08/06/2021 | 0.85% | 2.28 | 2.30 | 210,000 | 210,000 | 131,201 | 131,201 | 306,192 | 308,816 | 98.83% | 98.83% |