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 | 120.00% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 | 4,000 | 5.58% | 99.83% |
18/06/2020 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 15.42% | 98.53% |
17/06/2020 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 20.59% | 96.86% |
16/06/2020 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 97.30% |
15/06/2020 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 340,184 | 340,184 | 1,701 | 6,804 | 87.92% | 96.68% |
12/06/2020 | 61.49% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 396,538 | 396,538 | 4,137 | 8,874 | 97.90% | 97.90% |
11/06/2020 | 61.31% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 393,198 | 393,198 | 5,985 | 9,917 | 97.10% | 97.10% |
10/06/2020 | 50.86% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 398,375 | 398,375 | 5,720 | 9,704 | 98.33% | 98.33% |
09/06/2020 | 108.99% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 397,263 | 397,263 | 3,019 | 7,945 | 97.35% | 97.35% |