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 | - | - |
22/02/2021 | 0.49% | 101.75 | 102.25 | 500,000 | 500,000 | 500,000 | 500,000 | 508,750 | 511,250 | 100.00% | 100.00% |
19/02/2021 | 0.49% | 101.85 | 102.35 | 500,000 | 500,000 | 500,000 | 500,000 | 509,250 | 511,750 | 92.20% | 92.20% |
18/02/2021 | 0.49% | 101.85 | 102.35 | 500,000 | 500,000 | 500,000 | 500,000 | 509,250 | 511,750 | 100.00% | 100.00% |
17/02/2021 | 0.49% | 101.75 | 102.25 | 500,000 | 500,000 | 500,000 | 500,000 | 508,750 | 511,250 | 100.00% | 100.00% |
16/02/2021 | 0.49% | 101.75 | 102.25 | 500,000 | 500,000 | 500,000 | 500,000 | 508,750 | 511,250 | 99.01% | 99.01% |
15/02/2021 | 0.49% | 101.75 | 102.25 | 500,000 | 500,000 | 500,000 | 500,000 | 508,750 | 511,250 | 100.00% | 100.00% |
12/02/2021 | 0.49% | 101.70 | 102.20 | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 | 511,000 | 99.82% | 99.82% |
11/02/2021 | 0.49% | 101.65 | 102.15 | 500,000 | 500,000 | 500,000 | 500,000 | 508,334 | 510,834 | 100.00% | 100.00% |
10/02/2021 | 0.49% | 101.60 | 102.10 | 500,000 | 500,000 | 500,000 | 500,000 | 508,440 | 510,940 | 100.00% | 100.00% |