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 | 0.60% | 124.46 | 125.21 | 2,500 | 2,500 | 2,500 | 2,500 | 311,521 | 313,396 | 99.98% | 99.98% |
15/01/2020 | 0.60% | 125.58 | 126.33 | 2,500 | 2,500 | 2,500 | 2,500 | 314,145 | 316,036 | 99.92% | 99.92% |
14/01/2020 | 0.60% | 125.37 | 126.13 | 2,500 | 2,500 | 2,500 | 2,500 | 312,424 | 314,304 | 99.90% | 99.90% |
13/01/2020 | 0.60% | 124.86 | 125.61 | 2,500 | 2,500 | 2,500 | 2,500 | 312,704 | 314,586 | 99.99% | 99.99% |
10/01/2020 | 0.60% | 124.93 | 125.68 | 2,500 | 2,500 | 2,500 | 2,500 | 313,621 | 315,508 | 99.97% | 99.97% |
09/01/2020 | 0.60% | 125.34 | 126.09 | 2,500 | 2,500 | 2,500 | 2,500 | 313,896 | 315,785 | 99.95% | 99.95% |
08/01/2020 | 0.60% | 125.80 | 126.55 | 2,500 | 2,500 | 2,500 | 2,500 | 314,685 | 316,578 | 99.92% | 99.92% |
07/01/2020 | 0.60% | 126.26 | 127.02 | 2,500 | 2,500 | 2,500 | 2,500 | 316,112 | 318,015 | 99.95% | 99.95% |
06/01/2020 | 0.60% | 125.87 | 126.63 | 2,500 | 2,500 | 2,500 | 2,500 | 313,051 | 314,935 | 99.99% | 99.99% |