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 | 6.75% | 0.12 | 0.13 | 225,000 | 75,000 | 225,000 | 75,000 | 32,446 | 11,566 | 98.94% | 98.94% |
18/06/2020 | 5.76% | 0.16 | 0.17 | 225,000 | 75,000 | 225,000 | 75,000 | 38,012 | 13,421 | 99.61% | 99.61% |
17/06/2020 | 5.45% | 0.20 | 0.21 | 225,000 | 75,000 | 225,000 | 75,000 | 40,394 | 14,215 | 99.44% | 99.44% |
16/06/2020 | 4.93% | 0.14 | 0.15 | 300,000 | 100,000 | 227,505 | 75,835 | 45,288 | 15,854 | 98.56% | 98.56% |
15/06/2020 | 9.84% | 0.12 | 0.13 | 300,000 | 100,000 | 323,579 | 107,860 | 31,644 | 11,627 | 97.83% | 97.83% |
12/06/2020 | 10.48% | 0.08 | 0.09 | 450,000 | 150,000 | 450,000 | 150,000 | 40,949 | 15,150 | 97.76% | 97.76% |
11/06/2020 | 7.48% | 0.10 | 0.11 | 450,000 | 150,000 | 314,968 | 104,989 | 40,602 | 14,584 | 96.49% | 96.49% |
10/06/2020 | 4.89% | 0.23 | 0.24 | 300,000 | 100,000 | 300,000 | 100,000 | 60,261 | 21,087 | 99.78% | 99.78% |
09/06/2020 | 5.28% | 0.18 | 0.19 | 300,000 | 100,000 | 300,000 | 100,000 | 55,884 | 19,628 | 99.44% | 99.44% |