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 | - | - |
19/06/2020 | 3.95% | 0.48 | 0.50 | 200,000 | 200,000 | 200,000 | 200,000 | 99,314 | 103,314 | 100.00% | 100.00% |
18/06/2020 | 3.68% | 0.55 | 0.57 | 210,000 | 210,000 | 210,000 | 210,000 | 112,763 | 116,963 | 99.32% | 99.32% |
17/06/2020 | 3.38% | 0.55 | 0.57 | 210,000 | 210,000 | 210,000 | 210,000 | 122,642 | 126,842 | 99.70% | 99.70% |
16/06/2020 | 3.72% | 0.52 | 0.54 | 210,000 | 210,000 | 210,000 | 210,000 | 111,247 | 115,447 | 99.94% | 99.94% |
15/06/2020 | 3.01% | 0.59 | 0.61 | 230,000 | 230,000 | 229,998 | 230,000 | 151,455 | 156,056 | 100.00% | 100.00% |
12/06/2020 | 4.05% | 0.52 | 0.54 | 230,000 | 230,000 | 230,000 | 230,000 | 111,668 | 116,268 | 100.00% | 100.00% |
11/06/2020 | 3.95% | 0.44 | 0.46 | 220,000 | 220,000 | 220,000 | 220,000 | 109,843 | 114,243 | 99.95% | 99.95% |
10/06/2020 | 3.20% | 0.65 | 0.67 | 220,000 | 220,000 | 220,000 | 220,000 | 135,469 | 139,869 | 99.16% | 99.16% |
09/06/2020 | 2.77% | 0.65 | 0.67 | 220,000 | 220,000 | 220,000 | 219,999 | 157,464 | 161,863 | 99.94% | 99.94% |