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 | 136,874 | 27,375 | 136,600 | 27,430 | 100.00% | 100.00% |
17/06/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 145,854 | 29,171 | 145,562 | 29,229 | 99.31% | 99.31% |
16/06/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,270 | 29,654 | 147,973 | 29,713 | 100.00% | 100.00% |
15/06/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,401 | 29,680 | 148,104 | 29,740 | 99.72% | 99.72% |
14/06/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,290 | 29,658 | 147,993 | 29,717 | 100.00% | 100.00% |
11/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,327 | 29,665 | 148,178 | 29,754 | 100.00% | 100.00% |
10/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,067 | 29,613 | 147,918 | 29,702 | 100.00% | 100.00% |
09/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,235 | 29,647 | 148,086 | 29,736 | 100.00% | 100.00% |
08/06/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,384 | 29,677 | 148,235 | 29,766 | 100.00% | 100.00% |