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 | 6.17% | 0.15 | 0.16 | 350,000 | 350,000 | 330,665 | 330,668 | 51,968 | 55,275 | 35.39% | 35.39% |
17/06/2021 | 5.23% | 0.16 | 0.17 | 300,000 | 300,000 | 278,948 | 278,970 | 51,894 | 54,687 | 100.00% | 100.00% |
16/06/2021 | 6.23% | 0.15 | 0.16 | 350,000 | 350,000 | 335,121 | 335,121 | 52,103 | 55,454 | 100.00% | 100.00% |
15/06/2021 | 6.34% | 0.16 | 0.17 | 300,000 | 300,000 | 340,574 | 340,614 | 52,013 | 55,426 | 100.00% | 100.00% |
14/06/2021 | 6.66% | 0.15 | 0.16 | 325,000 | 325,000 | 360,387 | 360,387 | 52,308 | 55,912 | 97.60% | 97.60% |
11/06/2021 | 6.57% | 0.16 | 0.17 | 325,000 | 325,000 | 356,263 | 356,238 | 52,472 | 56,031 | 94.08% | 94.08% |
10/06/2021 | 5.64% | 0.17 | 0.18 | 325,000 | 325,000 | 305,499 | 305,499 | 52,651 | 55,706 | 97.52% | 97.52% |
09/06/2021 | 5.52% | 0.18 | 0.19 | 300,000 | 300,000 | 299,970 | 299,970 | 52,924 | 55,923 | 99.25% | 99.25% |
08/06/2021 | 4.68% | 0.20 | 0.21 | 275,000 | 275,000 | 252,840 | 252,824 | 52,770 | 55,295 | 95.70% | 95.70% |