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 | - | - | 0.01 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | 66.67% | 0.01 | 0.01 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 10,000 | 15,000 | 0.14% | 100.00% |
17/06/2020 | 38.44% | 0.01 | 0.02 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 22,678 | 24,508 | 99.76% | 99.76% |
16/06/2020 | 23.10% | 0.03 | 0.04 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 39,368 | 37,026 | 99.75% | 99.75% |
15/06/2020 | 42.75% | 0.02 | 0.03 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 18,976 | 21,732 | 98.98% | 98.98% |
12/06/2020 | 21.40% | 0.03 | 0.04 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 42,590 | 39,443 | 99.30% | 99.30% |
11/06/2020 | 16.50% | 0.04 | 0.05 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 57,352 | 50,514 | 98.86% | 98.86% |
10/06/2020 | 7.23% | 0.12 | 0.13 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 134,770 | 108,577 | 99.64% | 99.64% |
09/06/2020 | 7.42% | 0.14 | 0.15 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 130,383 | 105,288 | 99.54% | 99.54% |