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 | 2.71% | 0.39 | 0.40 | 225,000 | 225,000 | 225,000 | 225,000 | 81,922 | 84,172 | 100.00% | 100.00% |
17/06/2021 | 3.02% | 0.35 | 0.36 | 225,000 | 225,000 | 224,996 | 225,000 | 73,799 | 76,050 | 100.00% | 100.00% |
16/06/2021 | 3.10% | 0.36 | 0.37 | 225,000 | 225,000 | 224,987 | 225,000 | 71,743 | 73,997 | 99.78% | 99.78% |
15/06/2021 | 3.92% | 0.28 | 0.29 | 225,000 | 225,000 | 226,842 | 226,838 | 57,008 | 59,276 | 98.91% | 98.91% |
14/06/2021 | 4.09% | 0.23 | 0.24 | 225,000 | 225,000 | 228,381 | 228,381 | 54,770 | 57,054 | 100.00% | 100.00% |
11/06/2021 | 3.84% | 0.25 | 0.26 | 225,000 | 225,000 | 236,152 | 236,218 | 60,353 | 62,733 | 100.00% | 100.00% |
10/06/2021 | 4.23% | 0.24 | 0.25 | 250,000 | 250,000 | 266,221 | 266,258 | 61,700 | 64,372 | 100.00% | 100.00% |
09/06/2021 | 6.26% | 0.23 | 0.24 | 275,000 | 275,000 | 374,330 | 343,241 | 52,870 | 53,706 | 94.41% | 94.41% |
08/06/2021 | 6.04% | 0.09 | 0.09 | 600,000 | 300,000 | 598,628 | 348,233 | 50,324 | 31,561 | 99.40% | 99.40% |