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 | - | - |
23/01/2020 | 0.80% | 102.01 | 102.83 | 250,000 | 250,000 | 250,000 | 250,000 | 255,025 | 257,075 | 100.00% | 100.00% |
22/01/2020 | 0.80% | 102.00 | 102.82 | 250,000 | 250,000 | 250,000 | 250,000 | 255,000 | 257,050 | 90.31% | 90.31% |
21/01/2020 | 0.80% | 102.00 | 102.82 | 250,000 | 250,000 | 250,000 | 250,000 | 255,000 | 257,050 | 100.00% | 100.00% |
20/01/2020 | 0.80% | 101.99 | 102.81 | 250,000 | 250,000 | 250,000 | 250,000 | 254,975 | 257,025 | 100.00% | 100.00% |
17/01/2020 | 0.80% | 101.99 | 102.81 | 250,000 | 250,000 | 250,000 | 250,000 | 254,975 | 257,025 | 88.19% | 88.19% |
16/01/2020 | 0.80% | 101.99 | 102.81 | 250,000 | 250,000 | 250,000 | 250,000 | 254,975 | 257,025 | 82.03% | 82.03% |
15/01/2020 | 0.80% | 101.97 | 102.79 | 250,000 | 250,000 | 250,000 | 250,000 | 254,925 | 256,975 | 100.00% | 100.00% |
14/01/2020 | 0.80% | 101.96 | 102.78 | 250,000 | 250,000 | 250,000 | 250,000 | 254,900 | 256,950 | 100.00% | 100.00% |
13/01/2020 | 0.80% | 101.96 | 102.78 | 250,000 | 250,000 | 250,000 | 250,000 | 254,900 | 256,950 | 100.00% | 100.00% |