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 | - | - | 0.02 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/06/2020 | - | - | 0.02 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.46% |
17/06/2020 | - | - | 0.02 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
16/06/2020 | 145.95% | 0.01 | 0.03 | 400,000 | 400,000 | 400,000 | 400,000 | 2,000 | 12,800 | 2.13% | 100.00% |
15/06/2020 | 116.78% | 0.01 | 0.03 | 400,000 | 400,000 | 400,000 | 400,000 | 3,504 | 12,800 | 55.98% | 100.00% |
12/06/2020 | 23.64% | 0.05 | 0.07 | 400,000 | 400,000 | 400,000 | 400,000 | 22,418 | 28,418 | 100.00% | 100.00% |
11/06/2020 | 26.38% | 0.06 | 0.08 | 400,000 | 400,000 | 400,000 | 400,000 | 19,917 | 25,917 | 100.00% | 100.00% |
10/06/2020 | 35.65% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 13,962 | 19,962 | 99.10% | 99.10% |
09/06/2020 | 49.61% | 0.03 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 9,944 | 16,116 | 99.94% | 99.94% |