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 | 2.43% | 0.34 | 0.35 | 600,000 | 200,000 | 599,990 | 200,000 | 248,224 | 84,743 | 100.00% | 100.00% |
17/06/2021 | 3.14% | 0.39 | 0.40 | 600,000 | 200,000 | 705,899 | 235,304 | 222,950 | 76,671 | 100.00% | 100.00% |
16/06/2021 | 3.84% | 0.46 | 0.47 | 750,000 | 250,000 | 749,879 | 250,000 | 210,830 | 72,785 | 100.00% | 100.00% |
15/06/2021 | 3.61% | 0.25 | 0.26 | 750,000 | 250,000 | 749,934 | 250,000 | 206,931 | 71,483 | 100.00% | 100.00% |
14/06/2021 | 6.41% | 0.17 | 0.18 | 750,000 | 250,000 | 749,995 | 249,943 | 119,785 | 42,419 | 95.22% | 95.22% |
11/06/2021 | 8.84% | 0.11 | 0.12 | 750,000 | 250,000 | 750,000 | 250,000 | 82,277 | 29,926 | 100.00% | 100.00% |
10/06/2021 | 7.45% | 0.14 | 0.15 | 750,000 | 250,000 | 750,000 | 250,000 | 98,620 | 35,373 | 96.78% | 96.78% |
09/06/2021 | 9.36% | 0.16 | 0.17 | 750,000 | 250,000 | 749,964 | 249,964 | 79,937 | 29,144 | 100.00% | 100.00% |
08/06/2021 | 9.86% | 0.10 | 0.11 | 750,000 | 250,000 | 749,976 | 250,000 | 73,163 | 26,889 | 100.00% | 100.00% |