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 | 0.99% | 1.02 | 1.03 | 400,000 | 400,000 | 400,000 | 400,000 | 403,956 | 407,956 | 97.02% | 97.02% |
17/06/2021 | 1.08% | 0.97 | 0.98 | 410,000 | 410,000 | 410,000 | 410,000 | 378,289 | 382,389 | 99.82% | 99.82% |
16/06/2021 | 1.04% | 0.95 | 0.96 | 410,000 | 410,000 | 410,000 | 410,000 | 392,274 | 396,374 | 100.00% | 100.00% |
15/06/2021 | 1.05% | 0.96 | 0.97 | 410,000 | 410,000 | 410,000 | 410,000 | 388,270 | 392,370 | 97.87% | 97.87% |
14/06/2021 | 1.12% | 0.90 | 0.91 | 410,000 | 410,000 | 410,000 | 410,000 | 362,530 | 366,630 | 100.00% | 100.00% |
11/06/2021 | 1.09% | 0.90 | 0.91 | 410,000 | 410,000 | 410,000 | 410,000 | 375,235 | 379,335 | 100.00% | 100.00% |
10/06/2021 | 1.11% | 0.90 | 0.91 | 410,000 | 410,000 | 410,000 | 410,000 | 366,555 | 370,655 | 100.00% | 100.00% |
09/06/2021 | 1.13% | 0.90 | 0.91 | 410,000 | 410,000 | 410,000 | 410,000 | 361,270 | 365,370 | 98.04% | 98.04% |
08/06/2021 | 1.13% | 0.88 | 0.89 | 410,000 | 410,000 | 410,000 | 410,000 | 362,128 | 366,228 | 100.00% | 100.00% |