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 | 0.94% | 0.99 | 1.00 | 600,000 | 150,000 | 600,000 | 150,000 | 638,227 | 161,057 | 100.00% | 100.00% |
17/06/2021 | 1.04% | 1.04 | 1.05 | 600,000 | 150,000 | 600,000 | 150,000 | 573,988 | 144,997 | 100.00% | 100.00% |
16/06/2021 | 1.42% | 1.09 | 1.10 | 600,000 | 150,000 | 600,000 | 150,000 | 514,344 | 130,351 | 100.00% | 100.00% |
15/06/2021 | 2.36% | 0.81 | 0.83 | 600,000 | 150,000 | 600,000 | 150,000 | 503,731 | 128,933 | 100.00% | 100.00% |
14/06/2021 | 1.52% | 0.68 | 0.69 | 600,000 | 200,000 | 599,988 | 200,000 | 394,968 | 133,658 | 95.23% | 95.23% |
11/06/2021 | 1.81% | 0.55 | 0.56 | 750,000 | 250,000 | 750,000 | 250,000 | 411,196 | 139,565 | 100.00% | 100.00% |
10/06/2021 | 1.72% | 0.60 | 0.61 | 750,000 | 250,000 | 741,044 | 247,015 | 427,904 | 145,105 | 96.78% | 96.78% |
09/06/2021 | 1.91% | 0.62 | 0.63 | 750,000 | 250,000 | 750,000 | 250,000 | 392,131 | 133,210 | 100.00% | 100.00% |
08/06/2021 | 2.07% | 0.49 | 0.50 | 750,000 | 250,000 | 749,987 | 250,000 | 360,523 | 122,676 | 100.00% | 100.00% |