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 | 1.18% | 1.61 | 1.63 | 600,000 | 100,000 | 600,000 | 100,000 | 1,009,950 | 170,325 | 100.00% | 100.00% |
17/06/2021 | 1.26% | 1.65 | 1.67 | 600,000 | 100,000 | 600,000 | 100,000 | 945,118 | 159,520 | 100.00% | 100.00% |
16/06/2021 | 1.36% | 1.71 | 1.73 | 600,000 | 100,000 | 600,000 | 100,000 | 884,082 | 149,347 | 100.00% | 100.00% |
15/06/2021 | 1.36% | 1.44 | 1.46 | 600,000 | 100,000 | 600,000 | 100,000 | 879,930 | 148,655 | 100.00% | 100.00% |
14/06/2021 | 0.77% | 1.31 | 1.32 | 600,000 | 200,000 | 600,000 | 200,000 | 772,649 | 259,550 | 95.23% | 95.23% |
11/06/2021 | 0.85% | 1.17 | 1.18 | 600,000 | 200,000 | 600,000 | 200,000 | 700,710 | 235,570 | 100.00% | 100.00% |
10/06/2021 | 0.83% | 1.22 | 1.23 | 600,000 | 200,000 | 600,000 | 200,000 | 718,848 | 241,616 | 96.78% | 96.78% |
09/06/2021 | 0.88% | 1.25 | 1.26 | 600,000 | 200,000 | 600,000 | 200,000 | 682,387 | 229,462 | 100.00% | 100.00% |
08/06/2021 | 0.92% | 1.10 | 1.11 | 600,000 | 200,000 | 600,000 | 200,000 | 649,098 | 218,366 | 100.00% | 100.00% |