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 | - | - |
18/06/2021 | 129.97% | 0.02 | 0.03 | 908,261 | 250,000 | 994,612 | 250,000 | 5,248 | 4,141 | 100.00% | 100.00% |
17/06/2021 | 152.35% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,270 | 250,000 | 3,343 | 3,994 | 97.04% | 97.05% |
16/06/2021 | 53.27% | 0.03 | 0.03 | 1,000,000 | 250,000 | 999,834 | 249,945 | 15,941 | 5,683 | 100.00% | 100.00% |
15/06/2021 | 121.62% | 0.02 | 0.02 | 1,000,000 | 250,000 | 998,108 | 250,000 | 6,107 | 4,211 | 100.00% | 100.00% |
14/06/2021 | 61.93% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,888 | 249,952 | 12,059 | 4,782 | 100.00% | 100.00% |
11/06/2021 | 19.63% | 0.02 | 0.03 | 1,000,000 | 250,000 | 999,584 | 249,633 | 23,458 | 7,109 | 100.00% | 100.00% |
10/06/2021 | 16.25% | 0.03 | 0.03 | 1,000,000 | 250,000 | 998,350 | 249,745 | 29,039 | 8,516 | 100.00% | 100.00% |
09/06/2021 | 59.43% | 0.03 | 0.04 | 1,000,000 | 250,000 | 880,262 | 250,000 | 12,913 | 5,149 | 94.58% | 100.00% |
08/06/2021 | 122.80% | 0.00 | 0.02 | 100,000 | 250,000 | 206,529 | 250,000 | 471 | 3,750 | 100.00% | 100.00% |