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 | 7.51% | 0.38 | 0.41 | 50,000 | 50,000 | 50,000 | 50,000 | 19,222 | 20,722 | 100.00% | 100.00% |
17/06/2021 | 5.04% | 0.37 | 0.40 | 50,000 | 50,000 | 126,005 | 97,213 | 50,346 | 40,834 | 92.67% | 92.67% |
16/06/2021 | 5.20% | 0.40 | 0.42 | 130,000 | 100,000 | 137,909 | 100,000 | 51,650 | 39,503 | 82.43% | 82.43% |
15/06/2021 | 7.03% | 0.28 | 0.30 | 190,000 | 100,000 | 187,702 | 100,000 | 51,502 | 29,448 | 100.00% | 100.00% |
14/06/2021 | 6.85% | 0.28 | 0.30 | 180,000 | 100,000 | 181,760 | 100,000 | 51,263 | 30,214 | 89.36% | 89.36% |
11/06/2021 | 6.80% | 0.30 | 0.32 | 170,000 | 100,000 | 181,627 | 100,000 | 51,592 | 30,435 | 91.83% | 91.83% |
10/06/2021 | 6.85% | 0.28 | 0.30 | 190,000 | 100,000 | 181,440 | 100,000 | 51,128 | 30,184 | 99.80% | 99.80% |
09/06/2021 | 6.75% | 0.29 | 0.31 | 180,000 | 100,000 | 178,795 | 100,000 | 51,181 | 30,634 | 100.00% | 100.00% |
08/06/2021 | 6.78% | 0.29 | 0.31 | 180,000 | 100,000 | 179,629 | 100,000 | 51,162 | 30,514 | 82.15% | 82.15% |