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 | - | - |
30/06/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/06/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/06/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/06/2020 | 1.00% | 19.19 | 19.35 | 10,000 | 10,000 | 10,000 | 2,221 | 197,044 | 44,237 | 75.90% | 75.97% |
24/06/2020 | 0.82% | 19.74 | 19.84 | 10,000 | 10,000 | 10,000 | 3,732 | 215,204 | 80,310 | 96.14% | 96.14% |
23/06/2020 | 1.61% | 22.88 | 23.08 | 20,000 | 20,000 | 11,886 | 7,017 | 265,235 | 158,589 | 92.63% | 92.63% |
22/06/2020 | 1.82% | 20.37 | 20.57 | 30,000 | 30,000 | 14,646 | 11,575 | 289,691 | 234,401 | 92.14% | 92.14% |
19/06/2020 | 1.94% | 18.38 | 18.58 | 30,000 | 30,000 | 14,182 | 11,019 | 259,842 | 205,201 | 95.29% | 95.29% |
18/06/2020 | 1.99% | 17.56 | 17.76 | 30,000 | 30,000 | 14,210 | 11,052 | 251,399 | 198,094 | 95.48% | 95.48% |