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 | - | - |
22/09/2020 | 0.70% | 126.08 | 126.97 | 2,500 | 2,500 | 2,500 | 2,500 | 314,758 | 316,969 | 99.98% | 99.98% |
21/09/2020 | 0.70% | 124.91 | 125.79 | 2,500 | 2,500 | 2,500 | 2,500 | 313,553 | 315,756 | 83.86% | 83.86% |
31/08/2020 | 0.70% | 128.51 | 129.42 | 2,500 | 2,500 | 2,500 | 2,500 | 321,917 | 324,178 | 99.97% | 99.97% |
28/08/2020 | 0.70% | 127.91 | 128.81 | 2,500 | 2,500 | 2,500 | 2,500 | 320,027 | 322,275 | 99.98% | 99.98% |
27/08/2020 | 0.70% | 128.65 | 129.55 | 2,500 | 2,500 | 2,500 | 2,500 | 320,845 | 323,099 | 99.92% | 99.92% |
26/08/2020 | 0.70% | 127.70 | 128.59 | 2,500 | 2,500 | 2,500 | 2,500 | 318,436 | 320,672 | 100.00% | 100.00% |
25/08/2020 | 0.70% | 126.90 | 127.79 | 2,500 | 2,500 | 2,500 | 2,500 | 317,793 | 320,026 | 99.98% | 99.98% |
24/08/2020 | 0.70% | 126.42 | 127.31 | 2,500 | 2,500 | 2,500 | 2,500 | 315,261 | 317,475 | 100.00% | 100.00% |
21/08/2020 | 0.70% | 124.35 | 125.22 | 2,500 | 2,500 | 2,500 | 2,500 | 310,837 | 313,020 | 99.91% | 99.91% |