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 | 13.86% | 0.07 | 0.08 | 450,000 | 150,000 | 450,000 | 150,000 | 30,352 | 11,617 | 100.00% | 100.00% |
17/06/2021 | 10.91% | 0.07 | 0.08 | 450,000 | 150,000 | 450,000 | 150,000 | 39,194 | 14,565 | 99.42% | 99.42% |
16/06/2021 | 10.48% | 0.07 | 0.08 | 450,000 | 150,000 | 450,000 | 150,000 | 41,322 | 15,274 | 99.44% | 99.44% |
15/06/2021 | 14.65% | 0.08 | 0.09 | 450,000 | 150,000 | 450,000 | 150,000 | 28,747 | 11,082 | 99.43% | 99.43% |
14/06/2021 | 11.69% | 0.08 | 0.09 | 450,000 | 150,000 | 450,000 | 150,000 | 36,408 | 13,636 | 90.33% | 90.33% |
11/06/2021 | 10.27% | 0.10 | 0.11 | 450,000 | 150,000 | 450,000 | 150,000 | 41,661 | 15,387 | 98.93% | 98.93% |
10/06/2021 | 11.13% | 0.08 | 0.09 | 450,000 | 150,000 | 450,000 | 150,000 | 38,318 | 14,273 | 99.46% | 99.46% |
09/06/2021 | 13.21% | 0.07 | 0.08 | 450,000 | 150,000 | 450,000 | 150,000 | 31,857 | 12,119 | 99.43% | 99.43% |
08/06/2021 | 12.33% | 0.09 | 0.10 | 450,000 | 150,000 | 450,000 | 150,000 | 34,395 | 12,965 | 95.32% | 95.32% |