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 | 0.41% | 4.90 | 4.92 | 40,000 | 40,000 | 40,000 | 40,000 | 195,924 | 196,724 | 99.88% | 99.88% |
17/06/2021 | 0.38% | 4.86 | 4.87 | 160,000 | 160,000 | 75,844 | 75,844 | 359,429 | 360,601 | 99.08% | 99.08% |
16/06/2021 | 0.39% | 4.54 | 4.55 | 170,000 | 170,000 | 80,385 | 80,385 | 367,852 | 369,095 | 99.22% | 99.22% |
15/06/2021 | 0.37% | 4.71 | 4.72 | 170,000 | 170,000 | 80,425 | 80,425 | 382,437 | 383,681 | 98.76% | 98.76% |
14/06/2021 | 0.38% | 4.79 | 4.80 | 170,000 | 170,000 | 79,928 | 79,928 | 381,897 | 383,137 | 98.42% | 98.42% |
11/06/2021 | 0.38% | 4.64 | 4.65 | 170,000 | 170,000 | 80,083 | 80,083 | 375,522 | 376,763 | 98.84% | 98.84% |
10/06/2021 | 0.39% | 4.68 | 4.69 | 170,000 | 170,000 | 80,150 | 80,150 | 370,821 | 372,063 | 98.68% | 98.68% |
09/06/2021 | 0.39% | 4.63 | 4.64 | 170,000 | 170,000 | 80,149 | 80,149 | 371,074 | 372,315 | 98.88% | 98.88% |
08/06/2021 | 0.37% | 4.61 | 4.62 | 170,000 | 170,000 | 80,496 | 80,496 | 382,362 | 383,606 | 98.94% | 98.94% |