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 | 0.22% | 4.56 | 4.57 | 500,000 | 500,000 | 500,000 | 500,000 | 2,293,850 | 2,298,850 | 99.76% | 99.76% |
17/06/2021 | 0.22% | 4.62 | 4.63 | 510,000 | 510,000 | 510,000 | 510,000 | 2,349,970 | 2,355,070 | 99.09% | 99.09% |
16/06/2021 | 0.22% | 4.62 | 4.63 | 510,000 | 510,000 | 510,000 | 510,000 | 2,347,720 | 2,352,820 | 99.78% | 99.78% |
15/06/2021 | 0.21% | 4.65 | 4.66 | 510,000 | 510,000 | 510,000 | 510,000 | 2,403,450 | 2,408,550 | 97.22% | 97.22% |
14/06/2021 | 0.22% | 4.61 | 4.62 | 510,000 | 510,000 | 510,000 | 510,000 | 2,364,730 | 2,369,830 | 99.50% | 99.50% |
11/06/2021 | 0.23% | 4.55 | 4.56 | 510,000 | 510,000 | 510,000 | 510,000 | 2,264,600 | 2,269,700 | 99.17% | 99.17% |
10/06/2021 | 0.23% | 4.31 | 4.32 | 510,000 | 510,000 | 510,000 | 510,000 | 2,206,010 | 2,211,110 | 99.12% | 99.12% |
09/06/2021 | 0.23% | 4.34 | 4.35 | 510,000 | 510,000 | 510,000 | 510,000 | 2,210,250 | 2,215,350 | 97.63% | 97.63% |
08/06/2021 | 0.22% | 4.51 | 4.52 | 510,000 | 510,000 | 510,000 | 510,000 | 2,325,300 | 2,330,400 | 97.69% | 97.69% |