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 | 0.94% | 2.05 | 2.07 | 600,000 | 100,000 | 600,000 | 100,000 | 1,276,830 | 214,804 | 100.00% | 100.00% |
17/06/2021 | 0.99% | 2.10 | 2.12 | 600,000 | 100,000 | 600,000 | 100,000 | 1,207,600 | 203,266 | 100.00% | 100.00% |
16/06/2021 | 1.05% | 2.16 | 2.18 | 600,000 | 100,000 | 600,000 | 100,000 | 1,141,650 | 192,275 | 100.00% | 100.00% |
15/06/2021 | 1.05% | 1.87 | 1.89 | 600,000 | 100,000 | 600,000 | 100,000 | 1,136,200 | 191,367 | 100.00% | 100.00% |
14/06/2021 | 0.59% | 1.72 | 1.73 | 600,000 | 200,000 | 600,000 | 200,000 | 1,021,210 | 342,405 | 95.23% | 95.23% |
11/06/2021 | 0.63% | 1.57 | 1.58 | 600,000 | 200,000 | 600,000 | 200,000 | 944,514 | 316,838 | 100.00% | 100.00% |
10/06/2021 | 0.62% | 1.63 | 1.64 | 600,000 | 200,000 | 600,000 | 200,000 | 963,997 | 323,332 | 96.78% | 96.78% |
09/06/2021 | 0.65% | 1.66 | 1.67 | 600,000 | 200,000 | 600,000 | 200,000 | 925,444 | 310,481 | 100.00% | 100.00% |
08/06/2021 | 0.67% | 1.50 | 1.51 | 600,000 | 200,000 | 600,000 | 200,000 | 889,928 | 298,643 | 100.00% | 100.00% |