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 | 5.74% | 0.20 | 0.21 | 600,000 | 250,000 | 600,000 | 250,000 | 122,186 | 53,911 | 96.07% | 96.07% |
18/06/2020 | 4.27% | 0.24 | 0.25 | 600,000 | 250,000 | 600,000 | 250,000 | 146,239 | 63,586 | 99.16% | 99.16% |
17/06/2020 | 4.00% | 0.26 | 0.27 | 600,000 | 250,000 | 600,000 | 250,000 | 147,919 | 64,133 | 99.44% | 99.44% |
16/06/2020 | 4.56% | 0.22 | 0.23 | 600,000 | 250,000 | 600,000 | 250,000 | 128,968 | 56,237 | 98.90% | 98.90% |
15/06/2020 | 9.59% | 0.12 | 0.13 | 750,000 | 250,000 | 750,000 | 250,000 | 75,684 | 27,728 | 99.26% | 99.26% |
12/06/2020 | 7.11% | 0.12 | 0.13 | 750,000 | 250,000 | 750,000 | 250,000 | 102,632 | 36,711 | 99.98% | 99.98% |
11/06/2020 | 6.36% | 0.12 | 0.13 | 750,000 | 250,000 | 750,000 | 250,000 | 115,094 | 40,865 | 99.10% | 99.10% |
10/06/2020 | 3.99% | 0.23 | 0.24 | 600,000 | 250,000 | 618,340 | 250,000 | 152,483 | 64,304 | 99.81% | 99.81% |
09/06/2020 | 3.88% | 0.28 | 0.29 | 600,000 | 250,000 | 607,258 | 250,000 | 153,742 | 65,867 | 99.92% | 99.92% |