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 | - | - |
16/01/2020 | 0.81% | 86.23 | 86.93 | 250,000 | 250,000 | 250,000 | 250,000 | 218,142 | 219,908 | 96.77% | 96.77% |
15/01/2020 | 0.80% | 87.46 | 88.17 | 250,000 | 250,000 | 250,000 | 250,000 | 217,369 | 219,123 | 100.00% | 100.00% |
14/01/2020 | 0.81% | 86.87 | 87.57 | 250,000 | 250,000 | 250,000 | 250,000 | 218,582 | 220,352 | 100.00% | 100.00% |
13/01/2020 | 0.81% | 86.82 | 87.52 | 250,000 | 250,000 | 250,000 | 250,000 | 212,587 | 214,312 | 100.00% | 100.00% |
10/01/2020 | 0.81% | 85.48 | 86.17 | 250,000 | 250,000 | 250,000 | 250,000 | 214,970 | 216,712 | 100.00% | 100.00% |
09/01/2020 | 0.81% | 86.80 | 87.50 | 250,000 | 250,000 | 250,000 | 250,000 | 218,149 | 219,916 | 100.00% | 100.00% |
08/01/2020 | 0.81% | 85.82 | 86.51 | 250,000 | 250,000 | 250,000 | 250,000 | 211,832 | 213,546 | 100.00% | 100.00% |
07/01/2020 | 0.81% | 85.00 | 85.69 | 250,000 | 250,000 | 250,000 | 250,000 | 215,108 | 216,852 | 100.00% | 100.00% |
06/01/2020 | 0.81% | 84.43 | 85.11 | 250,000 | 250,000 | 250,000 | 250,000 | 207,910 | 209,592 | 100.00% | 100.00% |