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 | 5.58% | 0.35 | 0.37 | 150,000 | 100,000 | 148,745 | 100,000 | 51,828 | 36,865 | 94.75% | 94.75% |
17/06/2021 | 5.75% | 0.42 | 0.44 | 120,000 | 100,000 | 152,932 | 100,000 | 52,032 | 36,377 | 68.42% | 68.42% |
16/06/2021 | 4.87% | 0.37 | 0.39 | 140,000 | 100,000 | 129,296 | 100,000 | 51,812 | 42,137 | 81.94% | 81.94% |
15/06/2021 | 4.12% | 0.39 | 0.41 | 130,000 | 100,000 | 109,057 | 100,000 | 51,838 | 49,864 | 97.38% | 97.38% |
14/06/2021 | 5.71% | 0.40 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 18,390 | 19,475 | 90.35% | 90.35% |
11/06/2021 | 4.92% | 0.39 | 0.41 | 50,000 | 50,000 | 50,000 | 50,000 | 21,461 | 22,543 | 86.82% | 86.82% |
10/06/2021 | 4.10% | 0.65 | 0.68 | 50,000 | 50,000 | 50,000 | 50,000 | 36,090 | 37,590 | 97.31% | 97.31% |
09/06/2021 | 3.38% | 0.97 | 1.00 | 50,000 | 50,000 | 50,000 | 50,000 | 43,791 | 45,291 | 96.73% | 96.73% |
08/06/2021 | 4.03% | 0.77 | 0.80 | 50,000 | 50,000 | 50,000 | 50,000 | 36,586 | 38,086 | 86.78% | 86.78% |