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 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 135,901 | 27,180 | 135,629 | 27,235 | 99.11% | 99.11% |
17/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 147,733 | 29,547 | 147,585 | 29,635 | 98.78% | 98.78% |
16/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,552 | 29,710 | 148,403 | 29,799 | 97.97% | 97.97% |
15/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 147,341 | 29,468 | 147,193 | 29,557 | 99.19% | 99.19% |
14/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 147,805 | 29,561 | 147,657 | 29,650 | 98.72% | 98.72% |
11/06/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 146,952 | 29,390 | 146,952 | 29,508 | 99.58% | 99.58% |
10/06/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 146,958 | 29,392 | 146,958 | 29,509 | 99.58% | 99.58% |
09/06/2021 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 148,978 | 29,796 | 149,127 | 29,945 | 97.55% | 97.55% |
08/06/2021 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 148,070 | 29,614 | 148,218 | 29,762 | 98.44% | 98.44% |