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 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 100.00% | 100.00% |
18/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 94.71% | 94.71% |
17/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 99.82% | 99.82% |
16/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 99.78% | 99.78% |
15/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 100.00% | 100.00% |
12/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 100.00% | 100.00% |
11/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 99.93% | 99.93% |
10/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 99.80% | 99.80% |
09/06/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 | 10,000 | 93.62% | 93.62% |