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 | 1.34% | 0.75 | 0.76 | 210,000 | 210,000 | 210,000 | 210,000 | 155,885 | 157,985 | 99.83% | 99.83% |
18/06/2020 | 1.36% | 0.72 | 0.73 | 1,000,000 | 1,000,000 | 405,861 | 405,861 | 294,992 | 299,051 | 98.52% | 98.52% |
17/06/2020 | 1.43% | 0.73 | 0.74 | 1,000,000 | 1,000,000 | 408,124 | 408,124 | 287,369 | 291,450 | 96.95% | 96.95% |
16/06/2020 | 1.54% | 0.66 | 0.67 | 1,000,000 | 1,000,000 | 405,318 | 405,318 | 264,451 | 268,504 | 97.24% | 97.24% |
15/06/2020 | 1.67% | 0.60 | 0.61 | 1,000,000 | 1,000,000 | 409,078 | 409,078 | 245,429 | 249,520 | 96.87% | 96.87% |
12/06/2020 | 1.54% | 0.62 | 0.63 | 1,000,000 | 1,000,000 | 405,988 | 405,988 | 260,801 | 264,861 | 98.15% | 98.15% |
11/06/2020 | 1.51% | 0.69 | 0.70 | 1,000,000 | 1,000,000 | 403,267 | 403,267 | 271,375 | 275,408 | 97.44% | 97.44% |
10/06/2020 | 1.47% | 0.67 | 0.68 | 1,000,000 | 1,000,000 | 405,651 | 405,651 | 272,842 | 276,899 | 98.15% | 98.15% |
09/06/2020 | 1.63% | 0.65 | 0.66 | 1,000,000 | 1,000,000 | 405,129 | 405,129 | 252,148 | 256,199 | 97.38% | 97.38% |