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 | - | - |
19/01/2021 | 0.84% | 94.60 | 95.40 | 250,000 | 50,000 | 250,000 | 50,000 | 236,500 | 47,700 | 96.71% | 96.71% |
18/01/2021 | 0.84% | 94.63 | 95.43 | 250,000 | 50,000 | 250,000 | 50,000 | 236,575 | 47,715 | 100.00% | 100.00% |
15/01/2021 | 0.84% | 94.74 | 95.54 | 250,000 | 50,000 | 250,000 | 50,000 | 236,850 | 47,770 | 100.00% | 100.00% |
14/01/2021 | 0.84% | 94.78 | 95.58 | 250,000 | 50,000 | 250,000 | 50,000 | 236,950 | 47,790 | 100.00% | 100.00% |
13/01/2021 | 0.84% | 94.81 | 95.61 | 250,000 | 50,000 | 250,000 | 50,000 | 237,025 | 47,805 | 100.00% | 100.00% |
12/01/2021 | 0.84% | 94.84 | 95.64 | 250,000 | 50,000 | 250,000 | 50,000 | 237,100 | 47,820 | 100.00% | 100.00% |
11/01/2021 | 0.84% | 94.88 | 95.68 | 250,000 | 50,000 | 250,000 | 50,000 | 237,200 | 47,840 | 100.00% | 100.00% |
08/01/2021 | 0.84% | 94.92 | 95.72 | 250,000 | 50,000 | 250,000 | 50,000 | 237,300 | 47,860 | 100.00% | 100.00% |
07/01/2021 | 0.84% | 94.92 | 95.72 | 250,000 | 50,000 | 250,000 | 50,000 | 237,300 | 47,860 | 100.00% | 100.00% |