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 | 2.34% | 0.42 | 0.43 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 422,549 | 173,019 | 100.00% | 100.00% |
17/06/2021 | 2.17% | 0.43 | 0.44 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 455,109 | 186,044 | 99.44% | 99.44% |
16/06/2021 | 2.16% | 0.47 | 0.48 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 458,632 | 187,453 | 99.42% | 99.42% |
15/06/2021 | 2.37% | 0.43 | 0.44 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 417,908 | 171,163 | 99.43% | 99.43% |
14/06/2021 | 2.35% | 0.42 | 0.43 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 420,496 | 172,199 | 90.35% | 90.35% |
11/06/2021 | 2.29% | 0.45 | 0.46 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 430,978 | 176,391 | 98.85% | 98.85% |
10/06/2021 | 2.19% | 0.43 | 0.44 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 451,172 | 184,469 | 99.42% | 99.42% |
09/06/2021 | 2.23% | 0.44 | 0.45 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 442,690 | 181,076 | 99.43% | 99.43% |
08/06/2021 | 2.36% | 0.45 | 0.46 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 420,153 | 172,061 | 99.36% | 99.36% |