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 | 4.05% | 0.72 | 0.75 | 50,000 | 50,000 | 50,000 | 50,000 | 36,253 | 37,753 | 100.00% | 100.00% |
17/06/2021 | 2.75% | 0.71 | 0.74 | 50,000 | 50,000 | 97,213 | 97,213 | 71,873 | 73,845 | 92.67% | 92.67% |
16/06/2021 | 2.75% | 0.74 | 0.76 | 100,000 | 100,000 | 100,000 | 100,000 | 71,693 | 73,693 | 82.95% | 82.95% |
15/06/2021 | 3.14% | 0.63 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 62,632 | 64,632 | 100.00% | 100.00% |
14/06/2021 | 3.11% | 0.63 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 63,320 | 65,320 | 89.36% | 89.36% |
11/06/2021 | 3.10% | 0.65 | 0.67 | 100,000 | 100,000 | 100,000 | 100,000 | 63,525 | 65,525 | 91.83% | 91.83% |
10/06/2021 | 3.11% | 0.63 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 63,278 | 65,278 | 99.80% | 99.80% |
09/06/2021 | 3.09% | 0.64 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 63,674 | 65,674 | 100.00% | 100.00% |
08/06/2021 | 3.10% | 0.64 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 63,547 | 65,547 | 82.15% | 82.15% |