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 | - | - |
19/06/2020 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 99.08% |
18/06/2020 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/06/2020 | 166.67% | 0.00 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 450 | 1,650 | 2.23% | 99.70% |
16/06/2020 | 166.67% | 0.00 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 450 | 1,650 | 98.68% | 98.68% |
15/06/2020 | 166.67% | 0.00 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 450 | 1,650 | 79.60% | 97.66% |
12/06/2020 | 166.67% | 0.00 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 450 | 1,650 | 65.34% | 97.76% |
11/06/2020 | 166.67% | 0.00 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 450 | 1,650 | 92.77% | 96.43% |
10/06/2020 | 166.67% | 0.00 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 450 | 1,650 | 99.75% | 99.75% |
09/06/2020 | 166.67% | 0.00 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 450 | 1,650 | 22.17% | 99.47% |