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 | - | 0.82 | - | 70,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
16/06/2020 | - | 0.87 | - | 60,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
15/06/2020 | 0.99% | 1.02 | 1.06 | 50,000 | 50,000 | 50,000 | 50,000 | 54,286 | 54,828 | 38.98% | 98.70% |
12/06/2020 | 1.07% | 1.04 | 1.05 | 50,000 | 50,000 | 50,106 | 50,000 | 51,352 | 51,797 | 100.00% | 100.00% |
11/06/2020 | 1.10% | 1.06 | 1.07 | 50,000 | 50,000 | 55,331 | 49,922 | 55,096 | 50,345 | 98.87% | 98.87% |
10/06/2020 | 1.26% | 0.89 | 0.90 | 60,000 | 50,000 | 61,536 | 50,000 | 53,689 | 44,236 | 100.00% | 100.00% |
09/06/2020 | 1.24% | 0.84 | 0.85 | 60,000 | 50,000 | 61,169 | 50,000 | 52,604 | 43,570 | 100.00% | 100.00% |
08/06/2020 | 1.36% | 0.78 | 0.79 | 70,000 | 50,000 | 70,000 | 50,000 | 55,302 | 40,042 | 100.00% | 100.00% |
05/06/2020 | 1.36% | 0.78 | 0.79 | 70,000 | 50,000 | 64,724 | 49,661 | 53,207 | 41,449 | 100.00% | 100.00% |