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 | 2.25% | 0.44 | 0.45 | 210,000 | 210,000 | 210,000 | 210,000 | 92,400 | 94,500 | 99.83% | 99.83% |
18/06/2020 | 2.32% | 0.42 | 0.43 | 1,000,000 | 1,000,000 | 405,819 | 405,819 | 171,637 | 175,695 | 98.52% | 98.52% |
17/06/2020 | 2.53% | 0.42 | 0.43 | 1,000,000 | 1,000,000 | 408,113 | 408,113 | 163,057 | 167,138 | 96.76% | 96.76% |
16/06/2020 | 2.89% | 0.35 | 0.36 | 1,000,000 | 1,000,000 | 405,271 | 405,271 | 141,379 | 145,431 | 97.31% | 97.31% |
15/06/2020 | 3.40% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 409,093 | 409,096 | 121,122 | 125,214 | 96.87% | 96.87% |
12/06/2020 | 2.91% | 0.31 | 0.32 | 1,000,000 | 1,000,000 | 405,921 | 405,921 | 137,606 | 141,666 | 98.15% | 98.15% |
11/06/2020 | 2.78% | 0.38 | 0.39 | 1,000,000 | 1,000,000 | 403,440 | 403,440 | 150,019 | 154,053 | 97.51% | 97.51% |
10/06/2020 | 2.65% | 0.36 | 0.37 | 1,000,000 | 1,000,000 | 406,091 | 406,091 | 150,181 | 154,241 | 98.27% | 98.27% |
09/06/2020 | 3.24% | 0.35 | 0.36 | 1,000,000 | 1,000,000 | 407,664 | 407,664 | 129,671 | 133,748 | 97.36% | 97.36% |