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 | 0.50% | 99.85 | 100.35 | 500,000 | 500,000 | 500,000 | 500,000 | 499,250 | 501,750 | 100.00% | 100.00% |
16/07/2020 | 0.50% | 99.85 | 100.35 | 500,000 | 500,000 | 500,000 | 500,000 | 499,288 | 501,788 | 99.89% | 99.89% |
15/07/2020 | 0.50% | 99.95 | 100.45 | 500,000 | 500,000 | 500,000 | 500,000 | 499,770 | 502,270 | 99.79% | 99.79% |
14/07/2020 | 0.50% | 99.75 | 100.25 | 500,000 | 500,000 | 500,000 | 500,000 | 499,413 | 501,913 | 99.43% | 99.43% |
13/07/2020 | 0.50% | 100.00 | 100.50 | 500,000 | 500,000 | 500,000 | 500,000 | 500,237 | 502,737 | 100.00% | 100.00% |
10/07/2020 | 0.50% | 99.95 | 100.45 | 500,000 | 500,000 | 500,000 | 500,000 | 499,627 | 502,127 | 100.00% | 100.00% |
09/07/2020 | 0.50% | 99.75 | 100.25 | 500,000 | 500,000 | 500,000 | 500,000 | 499,341 | 501,841 | 99.79% | 99.79% |
08/07/2020 | 0.50% | 99.85 | 100.35 | 500,000 | 500,000 | 500,000 | 500,000 | 499,464 | 501,964 | 100.00% | 100.00% |
07/07/2020 | 0.50% | 100.05 | 100.55 | 500,000 | 500,000 | 500,000 | 500,000 | 499,491 | 501,991 | 100.00% | 100.00% |