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 | 0.80% | 86.96 | 87.66 | 250,000 | 250,000 | 250,000 | 250,000 | 219,935 | 221,711 | 96.49% | 96.49% |
15/01/2020 | 0.81% | 88.18 | 88.89 | 250,000 | 250,000 | 250,000 | 250,000 | 219,176 | 220,952 | 100.00% | 100.00% |
14/01/2020 | 0.80% | 87.59 | 88.30 | 250,000 | 250,000 | 250,000 | 250,000 | 220,394 | 222,173 | 100.00% | 100.00% |
13/01/2020 | 0.80% | 87.71 | 88.42 | 250,000 | 250,000 | 250,000 | 250,000 | 214,359 | 216,090 | 100.00% | 100.00% |
10/01/2020 | 0.80% | 86.18 | 86.88 | 250,000 | 250,000 | 250,000 | 250,000 | 216,732 | 218,482 | 100.00% | 100.00% |
09/01/2020 | 0.80% | 87.34 | 88.05 | 250,000 | 250,000 | 250,000 | 250,000 | 219,904 | 221,679 | 100.00% | 100.00% |
08/01/2020 | 0.80% | 86.40 | 87.10 | 250,000 | 250,000 | 250,000 | 250,000 | 213,596 | 215,320 | 100.00% | 100.00% |
07/01/2020 | 0.80% | 85.70 | 86.39 | 250,000 | 250,000 | 250,000 | 250,000 | 216,835 | 218,587 | 100.00% | 100.00% |
06/01/2020 | 0.81% | 85.21 | 85.90 | 250,000 | 250,000 | 250,000 | 250,000 | 209,618 | 211,313 | 100.00% | 100.00% |