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 | 2.64% | 0.76 | 0.78 | 600,000 | 100,000 | 599,991 | 100,000 | 449,367 | 76,896 | 100.00% | 100.00% |
17/06/2021 | 1.39% | 0.72 | 0.73 | 600,000 | 200,000 | 599,987 | 200,000 | 429,734 | 145,248 | 100.00% | 100.00% |
16/06/2021 | 1.61% | 0.63 | 0.64 | 600,000 | 200,000 | 600,000 | 200,000 | 371,026 | 125,675 | 100.00% | 100.00% |
15/06/2021 | 1.53% | 0.60 | 0.61 | 600,000 | 200,000 | 600,000 | 200,000 | 391,908 | 132,636 | 100.00% | 100.00% |
14/06/2021 | 1.54% | 0.61 | 0.62 | 600,000 | 200,000 | 600,000 | 200,000 | 387,874 | 131,291 | 88.97% | 88.97% |
11/06/2021 | 1.56% | 0.66 | 0.67 | 600,000 | 200,000 | 600,000 | 200,000 | 381,370 | 129,123 | 99.95% | 99.95% |
10/06/2021 | 1.67% | 0.61 | 0.62 | 600,000 | 200,000 | 600,000 | 200,000 | 357,462 | 121,154 | 100.00% | 100.00% |
09/06/2021 | 1.96% | 0.59 | 0.60 | 600,000 | 200,000 | 600,347 | 200,116 | 305,130 | 103,711 | 100.00% | 100.00% |
08/06/2021 | 3.10% | 0.35 | 0.36 | 600,000 | 200,000 | 713,101 | 237,700 | 225,774 | 77,635 | 99.98% | 99.98% |