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 | - | - |
08/02/2021 | 0.37% | 136.35 | 136.85 | 500,000 | 500,000 | 500,000 | 500,000 | 681,494 | 683,994 | 100.00% | 100.00% |
05/02/2021 | 0.37% | 133.35 | 133.85 | 500,000 | 500,000 | 500,000 | 500,000 | 667,006 | 669,506 | 98.59% | 98.59% |
04/02/2021 | 0.38% | 132.30 | 132.80 | 500,000 | 500,000 | 500,000 | 500,000 | 658,997 | 661,497 | 100.00% | 100.00% |
03/02/2021 | 0.38% | 132.20 | 132.70 | 500,000 | 500,000 | 500,000 | 500,000 | 661,007 | 663,507 | 100.00% | 100.00% |
02/02/2021 | 0.38% | 131.45 | 131.95 | 500,000 | 500,000 | 500,000 | 500,000 | 656,374 | 658,874 | 98.09% | 98.09% |
01/02/2021 | 0.38% | 130.45 | 130.95 | 500,000 | 500,000 | 500,000 | 500,000 | 652,340 | 654,840 | 100.00% | 100.00% |
29/01/2021 | 0.39% | 129.15 | 129.65 | 500,000 | 500,000 | 500,000 | 500,000 | 645,001 | 647,501 | 99.92% | 99.92% |
28/01/2021 | 0.39% | 130.05 | 130.55 | 500,000 | 500,000 | 500,000 | 500,000 | 647,635 | 650,135 | 97.13% | 97.13% |
27/01/2021 | 0.38% | 130.35 | 130.85 | 500,000 | 500,000 | 500,000 | 500,000 | 650,643 | 653,143 | 100.00% | 100.00% |