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 | 4.59% | 0.23 | 0.24 | 160,000 | 160,000 | 160,000 | 160,000 | 34,134 | 35,734 | 96.81% | 96.81% |
17/06/2021 | 4.95% | 0.20 | 0.21 | 160,000 | 160,000 | 160,000 | 160,000 | 31,561 | 33,161 | 99.64% | 99.64% |
16/06/2021 | 4.23% | 0.23 | 0.24 | 160,000 | 160,000 | 160,000 | 160,000 | 37,043 | 38,643 | 99.85% | 99.85% |
15/06/2021 | 4.09% | 0.24 | 0.25 | 170,000 | 170,000 | 170,000 | 170,000 | 40,704 | 42,404 | 97.87% | 97.87% |
14/06/2021 | 4.10% | 0.23 | 0.24 | 160,000 | 160,000 | 160,000 | 160,000 | 38,293 | 39,893 | 99.68% | 99.68% |
11/06/2021 | 3.67% | 0.27 | 0.28 | 170,000 | 170,000 | 170,000 | 170,000 | 45,498 | 47,198 | 99.23% | 99.23% |
10/06/2021 | 3.52% | 0.26 | 0.27 | 160,000 | 160,000 | 160,000 | 160,000 | 44,779 | 46,379 | 99.22% | 99.22% |
09/06/2021 | 3.04% | 0.31 | 0.32 | 160,000 | 160,000 | 160,000 | 160,000 | 51,847 | 53,447 | 96.37% | 96.37% |
08/06/2021 | 2.99% | 0.33 | 0.34 | 160,000 | 160,000 | 160,000 | 160,000 | 52,687 | 54,287 | 95.77% | 95.77% |