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 | - | - |
23/09/2019 | 0.50% | 112.25 | 112.81 | 2,500 | 2,500 | 2,500 | 2,500 | 280,918 | 282,327 | 100.00% | 100.00% |
20/09/2019 | 0.50% | 112.61 | 113.17 | 2,500 | 2,500 | 2,500 | 2,500 | 282,070 | 283,483 | 99.98% | 99.98% |
19/09/2019 | 0.50% | 113.05 | 113.62 | 2,500 | 2,500 | 2,500 | 2,500 | 281,705 | 283,117 | 100.00% | 100.00% |
18/09/2019 | 0.50% | 112.50 | 113.07 | 2,500 | 2,500 | 2,500 | 2,500 | 281,553 | 282,965 | 99.99% | 99.99% |
17/09/2019 | 0.50% | 112.25 | 112.81 | 2,500 | 2,500 | 2,500 | 2,500 | 280,809 | 282,216 | 100.00% | 100.00% |
16/09/2019 | 0.50% | 112.46 | 113.03 | 2,500 | 2,500 | 2,500 | 2,500 | 281,582 | 282,994 | 99.99% | 99.99% |
13/09/2019 | 0.50% | 113.72 | 114.29 | 2,500 | 2,500 | 2,500 | 2,500 | 283,419 | 284,840 | 100.00% | 100.00% |
12/09/2019 | 0.50% | 114.07 | 114.64 | 2,500 | 2,500 | 2,500 | 2,500 | 284,783 | 286,212 | 99.41% | 99.41% |
12/09/2019 | 0.50% | 114.07 | 114.64 | 2,500 | 2,500 | 2,500 | 2,500 | 284,783 | 286,212 | 99.41% | 99.41% |