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 | 0.37% | 2.65 | 2.66 | 100,000 | 100,000 | 100,000 | 100,000 | 267,688 | 268,688 | 99.89% | 99.89% |
17/06/2021 | 0.38% | 2.84 | 2.85 | 100,000 | 100,000 | 100,000 | 100,000 | 263,135 | 264,135 | 99.72% | 99.72% |
16/06/2021 | 0.49% | 2.04 | 2.05 | 100,000 | 100,000 | 100,000 | 100,000 | 202,302 | 203,302 | 99.97% | 99.97% |
15/06/2021 | 0.51% | 2.00 | 2.01 | 100,000 | 100,000 | 100,000 | 100,000 | 196,355 | 197,355 | 99.63% | 99.63% |
14/06/2021 | 0.49% | 1.96 | 1.97 | 100,000 | 100,000 | 100,000 | 100,000 | 202,685 | 203,685 | 99.72% | 99.72% |
11/06/2021 | 0.58% | 1.81 | 1.82 | 110,000 | 110,000 | 110,000 | 110,000 | 190,054 | 191,154 | 100.00% | 100.00% |
10/06/2021 | 0.56% | 1.72 | 1.73 | 110,000 | 110,000 | 110,000 | 110,000 | 196,773 | 197,873 | 99.10% | 99.10% |
09/06/2021 | 0.58% | 1.72 | 1.73 | 110,000 | 110,000 | 110,000 | 110,000 | 188,315 | 189,415 | 98.51% | 98.51% |
08/06/2021 | 0.60% | 1.68 | 1.69 | 110,000 | 110,000 | 110,000 | 110,000 | 184,017 | 185,117 | 87.63% | 87.63% |