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 | - | - |
20/07/2020 | 0.49% | 100.95 | 101.45 | 500,000 | 500,000 | 500,000 | 500,000 | 504,750 | 507,250 | 100.00% | 100.00% |
16/07/2020 | 0.49% | 100.95 | 101.45 | 500,000 | 500,000 | 500,000 | 500,000 | 504,939 | 507,439 | 100.00% | 100.00% |
15/07/2020 | 0.49% | 101.10 | 101.60 | 500,000 | 500,000 | 500,000 | 500,000 | 505,493 | 507,993 | 99.79% | 99.79% |
14/07/2020 | 0.49% | 100.90 | 101.40 | 500,000 | 500,000 | 500,000 | 500,000 | 505,106 | 507,606 | 99.55% | 99.55% |
13/07/2020 | 0.49% | 101.15 | 101.65 | 500,000 | 500,000 | 500,000 | 500,000 | 505,966 | 508,466 | 100.00% | 100.00% |
10/07/2020 | 0.49% | 101.05 | 101.55 | 500,000 | 500,000 | 500,000 | 500,000 | 505,389 | 507,889 | 100.00% | 100.00% |
09/07/2020 | 0.49% | 101.00 | 101.50 | 500,000 | 500,000 | 500,000 | 500,000 | 505,575 | 508,075 | 99.89% | 99.89% |
08/07/2020 | 0.49% | 101.10 | 101.60 | 500,000 | 500,000 | 500,000 | 500,000 | 505,748 | 508,248 | 100.00% | 100.00% |
07/07/2020 | 0.49% | 101.30 | 101.80 | 500,000 | 500,000 | 500,000 | 500,000 | 505,772 | 508,272 | 99.90% | 99.90% |