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 | 3.25% | 0.45 | 0.46 | 225,000 | 75,000 | 225,000 | 75,000 | 102,344 | 35,240 | 98.41% | 98.41% |
18/06/2020 | 2.99% | 0.49 | 0.50 | 225,000 | 75,000 | 225,000 | 75,000 | 111,492 | 38,289 | 98.90% | 98.90% |
17/06/2020 | 2.68% | 0.57 | 0.59 | 225,000 | 75,000 | 225,000 | 75,000 | 124,440 | 42,605 | 99.33% | 99.33% |
16/06/2020 | 2.56% | 0.60 | 0.61 | 225,000 | 75,000 | 258,563 | 86,188 | 149,402 | 51,094 | 96.31% | 96.31% |
15/06/2020 | 2.91% | 0.53 | 0.54 | 300,000 | 100,000 | 260,012 | 86,671 | 132,253 | 45,385 | 96.40% | 96.40% |
12/06/2020 | 3.01% | 0.54 | 0.56 | 225,000 | 75,000 | 274,926 | 91,658 | 134,686 | 46,279 | 97.58% | 97.58% |
11/06/2020 | 2.49% | 0.44 | 0.45 | 300,000 | 100,000 | 300,000 | 100,000 | 120,897 | 41,299 | 96.01% | 96.01% |
10/06/2020 | 2.83% | 0.37 | 0.38 | 300,000 | 100,000 | 300,000 | 100,000 | 104,633 | 35,878 | 99.34% | 99.34% |
09/06/2020 | 3.24% | 0.33 | 0.34 | 300,000 | 100,000 | 299,961 | 99,885 | 91,894 | 31,596 | 99.17% | 99.17% |