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 | 1.44% | 0.66 | 0.67 | 450,000 | 150,000 | 450,000 | 150,000 | 310,643 | 105,048 | 99.98% | 99.98% |
17/06/2021 | 1.34% | 0.72 | 0.73 | 450,000 | 150,000 | 450,000 | 150,000 | 334,450 | 112,983 | 100.00% | 100.00% |
16/06/2021 | 1.31% | 0.79 | 0.80 | 450,000 | 150,000 | 450,000 | 150,000 | 341,798 | 115,433 | 100.00% | 100.00% |
15/06/2021 | 1.23% | 0.80 | 0.81 | 450,000 | 150,000 | 450,000 | 150,000 | 362,622 | 122,374 | 100.00% | 100.00% |
14/06/2021 | 1.20% | 0.84 | 0.85 | 450,000 | 150,000 | 450,000 | 150,000 | 373,443 | 125,981 | 88.96% | 88.96% |
11/06/2021 | 1.25% | 0.80 | 0.81 | 450,000 | 150,000 | 450,000 | 150,000 | 358,993 | 121,164 | 99.95% | 99.95% |
10/06/2021 | 1.30% | 0.79 | 0.80 | 450,000 | 150,000 | 450,000 | 150,000 | 342,867 | 115,789 | 100.00% | 100.00% |
09/06/2021 | 1.21% | 0.82 | 0.83 | 450,000 | 150,000 | 450,000 | 150,000 | 368,969 | 124,490 | 100.00% | 100.00% |
08/06/2021 | 1.16% | 0.84 | 0.85 | 450,000 | 150,000 | 450,000 | 150,000 | 387,225 | 130,575 | 99.98% | 99.98% |