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 | 0.65% | 2.96 | 2.98 | 450,000 | 100,000 | 449,998 | 100,000 | 1,378,920 | 308,427 | 100.00% | 100.00% |
17/06/2021 | 0.68% | 3.03 | 3.05 | 450,000 | 100,000 | 450,000 | 100,000 | 1,313,940 | 293,987 | 100.00% | 100.00% |
16/06/2021 | 0.72% | 3.10 | 3.12 | 450,000 | 100,000 | 450,000 | 100,000 | 1,252,610 | 280,357 | 100.00% | 100.00% |
15/06/2021 | 0.72% | 2.74 | 2.76 | 450,000 | 100,000 | 450,000 | 100,000 | 1,250,530 | 279,895 | 100.00% | 100.00% |
14/06/2021 | 0.78% | 2.57 | 2.59 | 450,000 | 150,000 | 450,000 | 150,000 | 1,144,560 | 384,519 | 95.23% | 95.23% |
11/06/2021 | 0.84% | 2.38 | 2.40 | 450,000 | 150,000 | 450,000 | 150,000 | 1,071,880 | 360,294 | 100.00% | 100.00% |
10/06/2021 | 0.82% | 2.45 | 2.47 | 450,000 | 150,000 | 450,000 | 150,000 | 1,090,210 | 366,402 | 96.78% | 96.78% |
09/06/2021 | 0.85% | 2.49 | 2.51 | 450,000 | 150,000 | 450,000 | 150,000 | 1,053,830 | 354,278 | 100.00% | 100.00% |
08/06/2021 | 0.88% | 2.29 | 2.31 | 450,000 | 150,000 | 450,000 | 150,000 | 1,021,200 | 343,400 | 100.00% | 100.00% |