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 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 99.04% | 99.04% |
18/06/2020 | 61.14% | 0.01 | 0.02 | 750,000 | 250,000 | 747,628 | 249,209 | 9,007 | 5,495 | 100.00% | 100.00% |
17/06/2020 | 34.03% | 0.03 | 0.04 | 600,000 | 200,000 | 671,945 | 223,982 | 16,581 | 7,767 | 99.83% | 99.83% |
16/06/2020 | 28.59% | 0.01 | 0.02 | 750,000 | 250,000 | 533,044 | 177,681 | 16,577 | 7,303 | 98.70% | 98.70% |
15/06/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 36.45% | 97.83% |
12/06/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 83.15% | 97.80% |
11/06/2020 | 33.92% | 0.01 | 0.02 | 750,000 | 250,000 | 737,379 | 245,793 | 19,685 | 9,020 | 96.49% | 96.49% |
10/06/2020 | 15.56% | 0.08 | 0.09 | 450,000 | 150,000 | 517,364 | 172,455 | 30,823 | 11,999 | 99.73% | 99.73% |
09/06/2020 | 16.01% | 0.05 | 0.06 | 600,000 | 200,000 | 561,694 | 187,231 | 32,659 | 12,759 | 99.46% | 99.46% |