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% | 99.45% |
17/06/2020 | - | - | 0.02 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.64% |
16/06/2020 | - | - | 0.03 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/06/2020 | - | - | 0.03 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12/06/2020 | 31.67% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 16,051 | 22,051 | 100.00% | 100.00% |
11/06/2020 | 38.24% | 0.05 | 0.06 | 400,000 | 400,000 | 400,000 | 400,000 | 13,115 | 19,116 | 100.00% | 100.00% |
10/06/2020 | 77.91% | 0.02 | 0.03 | 400,000 | 400,000 | 400,000 | 400,000 | 5,863 | 13,076 | 99.13% | 99.13% |
09/06/2020 | 111.34% | 0.01 | 0.03 | 400,000 | 400,000 | 400,000 | 400,000 | 3,761 | 12,800 | 94.45% | 99.95% |