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 | 86.44% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,422 | 21,771 | 93.83% | 100.00% |
17/06/2021 | 18.74% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,136 | 66,136 | 99.27% | 99.27% |
16/06/2021 | 9.24% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 104,936 | 114,936 | 99.79% | 99.79% |
15/06/2021 | 8.73% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 109,852 | 119,852 | 97.22% | 97.22% |
14/06/2021 | 7.06% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 137,813 | 147,813 | 99.50% | 99.50% |
11/06/2021 | 4.83% | 0.17 | 0.18 | 960,000 | 960,000 | 960,000 | 960,000 | 200,346 | 209,946 | 99.20% | 99.20% |
10/06/2021 | 2.98% | 0.31 | 0.32 | 990,000 | 990,000 | 990,000 | 990,000 | 330,950 | 340,850 | 99.51% | 99.51% |
09/06/2021 | 2.84% | 0.34 | 0.35 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 351,255 | 361,255 | 98.80% | 98.80% |
08/06/2021 | 3.55% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 277,597 | 287,597 | 99.64% | 99.64% |