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 | 1.45% | 1.29 | 1.31 | 600,000 | 100,000 | 600,000 | 100,000 | 822,432 | 139,072 | 100.00% | 100.00% |
17/06/2021 | 1.57% | 1.34 | 1.36 | 600,000 | 100,000 | 600,000 | 100,000 | 758,196 | 128,366 | 100.00% | 100.00% |
16/06/2021 | 1.72% | 1.40 | 1.42 | 600,000 | 100,000 | 600,000 | 100,000 | 698,112 | 118,352 | 100.00% | 100.00% |
15/06/2021 | 1.72% | 1.13 | 1.15 | 600,000 | 100,000 | 600,000 | 100,000 | 694,646 | 117,774 | 100.00% | 100.00% |
14/06/2021 | 1.02% | 1.00 | 1.01 | 600,000 | 200,000 | 600,000 | 200,000 | 587,370 | 197,790 | 95.22% | 95.22% |
11/06/2021 | 1.16% | 0.86 | 0.87 | 600,000 | 200,000 | 600,000 | 200,000 | 515,840 | 173,946 | 100.00% | 100.00% |
10/06/2021 | 1.12% | 0.91 | 0.92 | 600,000 | 200,000 | 600,000 | 200,000 | 533,848 | 179,949 | 96.78% | 96.78% |
09/06/2021 | 1.20% | 0.94 | 0.95 | 600,000 | 200,000 | 600,000 | 200,000 | 498,006 | 168,002 | 100.00% | 100.00% |
08/06/2021 | 1.28% | 0.80 | 0.81 | 600,000 | 200,000 | 600,000 | 200,000 | 467,129 | 157,710 | 100.00% | 100.00% |