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 | 0.67% | 1.51 | 1.52 | 50,000 | 50,000 | 49,978 | 50,000 | 73,956 | 74,488 | 100.00% | 100.00% |
17/06/2021 | 0.77% | 1.47 | 1.48 | 50,000 | 50,000 | 49,996 | 50,000 | 64,577 | 65,082 | 99.52% | 99.52% |
16/06/2021 | 0.62% | 1.64 | 1.65 | 50,000 | 50,000 | 90,652 | 90,652 | 146,705 | 147,612 | 99.84% | 99.84% |
15/06/2021 | 0.62% | 1.57 | 1.58 | 100,000 | 100,000 | 100,000 | 100,000 | 159,865 | 160,865 | 99.76% | 99.76% |
14/06/2021 | 0.62% | 1.63 | 1.64 | 100,000 | 100,000 | 99,958 | 100,000 | 160,942 | 162,013 | 100.00% | 100.00% |
11/06/2021 | 0.64% | 1.56 | 1.57 | 100,000 | 100,000 | 99,957 | 100,000 | 155,965 | 157,033 | 100.00% | 100.00% |
10/06/2021 | 0.79% | 1.35 | 1.36 | 100,000 | 100,000 | 99,979 | 99,957 | 125,836 | 126,807 | 99.18% | 99.18% |
09/06/2021 | 0.93% | 1.14 | 1.15 | 100,000 | 100,000 | 99,986 | 99,972 | 106,885 | 107,868 | 81.17% | 81.17% |
08/06/2021 | 1.02% | 0.76 | 0.77 | 100,000 | 100,000 | 100,896 | 101,149 | 99,284 | 100,540 | 84.54% | 84.54% |