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 | - | 0.67 | - | 450,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | 3.01% | 0.64 | 0.68 | 450,000 | 150,000 | 450,000 | 150,000 | 294,530 | 101,177 | 43.00% | 94.91% |
17/06/2020 | 3.20% | 0.65 | 0.65 | 450,000 | 150,000 | 450,000 | 150,000 | 276,532 | 95,177 | 64.38% | 99.77% |
16/06/2020 | 3.48% | 0.58 | 0.61 | 450,000 | 150,000 | 450,000 | 150,000 | 254,414 | 87,805 | 87.26% | 99.83% |
15/06/2020 | 3.72% | 0.52 | 0.54 | 450,000 | 150,000 | 450,000 | 150,000 | 237,457 | 82,152 | 44.95% | 99.96% |
12/06/2020 | 1.74% | 0.54 | 0.55 | 450,000 | 150,000 | 450,000 | 150,000 | 255,751 | 86,750 | 99.98% | 99.98% |
11/06/2020 | 1.70% | 0.61 | 0.62 | 450,000 | 150,000 | 450,000 | 150,000 | 263,133 | 89,211 | 99.98% | 99.98% |
10/06/2020 | 1.64% | 0.59 | 0.60 | 450,000 | 150,000 | 450,000 | 150,000 | 271,888 | 92,129 | 99.54% | 99.54% |
09/06/2020 | 1.84% | 0.58 | 0.59 | 450,000 | 150,000 | 450,000 | 150,000 | 241,938 | 82,146 | 96.96% | 99.99% |