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 | 97.47% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,112 | 20,000 | 37.08% | 100.00% |
17/06/2021 | 27.53% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,034 | 43,034 | 99.27% | 99.27% |
16/06/2021 | 11.33% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 84,612 | 94,612 | 99.79% | 99.79% |
15/06/2021 | 6.44% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 154,050 | 164,050 | 97.22% | 97.22% |
14/06/2021 | 7.44% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 131,223 | 141,223 | 99.50% | 99.50% |
11/06/2021 | 12.65% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 80,092 | 90,092 | 99.20% | 99.20% |
10/06/2021 | 9.69% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 99,864 | 109,864 | 99.57% | 99.57% |
09/06/2021 | 7.92% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 124,840 | 134,840 | 98.73% | 98.73% |
08/06/2021 | 4.84% | 0.18 | 0.19 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 202,972 | 212,972 | 99.65% | 99.65% |