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 | - | - |
17/06/2020 | - | 0.67 | - | 80,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
16/06/2020 | - | 0.72 | - | 70,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.84% |
15/06/2020 | 1.21% | 0.86 | 0.90 | 60,000 | 50,000 | 60,000 | 50,000 | 55,710 | 46,989 | 38.98% | 98.70% |
12/06/2020 | 1.26% | 0.88 | 0.90 | 60,000 | 50,000 | 60,037 | 50,000 | 52,075 | 43,919 | 100.00% | 100.00% |
11/06/2020 | 1.31% | 0.90 | 0.91 | 60,000 | 50,000 | 65,179 | 49,922 | 54,650 | 42,481 | 98.87% | 98.87% |
10/06/2020 | 1.53% | 0.73 | 0.74 | 70,000 | 50,000 | 72,811 | 50,000 | 52,063 | 36,370 | 100.00% | 100.00% |
09/06/2020 | 1.55% | 0.68 | 0.69 | 80,000 | 50,000 | 76,178 | 50,000 | 53,430 | 35,668 | 100.00% | 100.00% |
08/06/2020 | 1.76% | 0.63 | 0.64 | 80,000 | 50,000 | 83,539 | 50,000 | 52,750 | 32,171 | 100.00% | 100.00% |
05/06/2020 | 1.65% | 0.63 | 0.64 | 80,000 | 50,000 | 79,497 | 49,661 | 52,952 | 33,623 | 100.00% | 100.00% |