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 | - | - |
14/06/2021 | 3.65% | 0.26 | 0.27 | 500,000 | 500,000 | 304,787 | 304,827 | 84,073 | 87,131 | 99.45% | 99.45% |
11/06/2021 | 2.63% | 0.39 | 0.40 | 500,000 | 500,000 | 304,485 | 304,471 | 114,971 | 118,010 | 100.00% | 100.00% |
10/06/2021 | 1.56% | 0.53 | 0.54 | 500,000 | 500,000 | 304,025 | 304,019 | 189,315 | 192,352 | 99.76% | 99.76% |
09/06/2021 | 1.61% | 0.59 | 0.60 | 500,000 | 500,000 | 303,320 | 303,321 | 185,583 | 188,617 | 99.39% | 99.39% |
08/06/2021 | 1.59% | 0.71 | 0.72 | 500,000 | 500,000 | 303,192 | 303,191 | 190,198 | 193,229 | 99.32% | 99.32% |
07/06/2021 | 1.25% | 0.78 | 0.79 | 500,000 | 500,000 | 303,727 | 303,727 | 242,020 | 245,057 | 99.64% | 99.64% |
04/06/2021 | 0.95% | 0.78 | 0.79 | 500,000 | 500,000 | 304,528 | 304,528 | 312,540 | 315,585 | 99.92% | 99.92% |
03/06/2021 | 0.95% | 1.05 | 1.06 | 500,000 | 500,000 | 304,428 | 304,428 | 328,541 | 331,586 | 100.00% | 100.00% |
02/06/2021 | 1.05% | 0.88 | 0.89 | 500,000 | 500,000 | 304,548 | 304,548 | 286,308 | 289,353 | 100.00% | 100.00% |