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 | 6.65% | 0.40 | 0.43 | 80,000 | 80,000 | 80,000 | 80,000 | 34,999 | 37,399 | 100.00% | 100.00% |
17/06/2021 | 1.94% | 0.49 | 0.50 | 80,000 | 80,000 | 80,000 | 80,000 | 40,879 | 41,679 | 100.00% | 100.00% |
16/06/2021 | 1.87% | 0.57 | 0.58 | 80,000 | 80,000 | 80,000 | 80,000 | 42,439 | 43,239 | 100.00% | 100.00% |
15/06/2021 | 1.69% | 0.58 | 0.59 | 80,000 | 80,000 | 80,000 | 80,000 | 46,870 | 47,670 | 98.58% | 98.58% |
14/06/2021 | 1.61% | 0.62 | 0.63 | 80,000 | 80,000 | 80,000 | 80,000 | 49,200 | 50,000 | 100.00% | 100.00% |
11/06/2021 | 1.72% | 0.57 | 0.58 | 80,000 | 80,000 | 80,000 | 80,000 | 46,017 | 46,817 | 99.97% | 99.97% |
10/06/2021 | 1.87% | 0.56 | 0.57 | 80,000 | 80,000 | 80,000 | 80,000 | 42,564 | 43,364 | 99.97% | 99.97% |
09/06/2021 | 1.65% | 0.60 | 0.61 | 80,000 | 80,000 | 80,000 | 80,000 | 48,104 | 48,904 | 99.93% | 99.93% |
08/06/2021 | 1.53% | 0.62 | 0.63 | 80,000 | 80,000 | 80,000 | 80,000 | 51,986 | 52,786 | 100.00% | 100.00% |