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 | - | - |
15/01/2021 | 0.70% | 93.54 | 94.20 | 2,500 | 2,500 | 2,500 | 2,500 | 234,483 | 236,130 | 100.00% | 100.00% |
14/01/2021 | 0.70% | 94.28 | 94.95 | 2,500 | 2,500 | 2,500 | 2,500 | 235,368 | 237,021 | 99.99% | 99.99% |
13/01/2021 | 0.70% | 94.45 | 95.11 | 2,500 | 2,500 | 2,500 | 2,500 | 236,244 | 237,904 | 100.00% | 100.00% |
12/01/2021 | 0.70% | 94.36 | 95.02 | 2,500 | 2,500 | 2,500 | 2,500 | 235,397 | 237,050 | 100.00% | 100.00% |
11/01/2021 | 0.70% | 94.30 | 94.96 | 2,500 | 2,500 | 2,500 | 2,500 | 235,687 | 237,343 | 100.00% | 100.00% |
08/01/2021 | 0.70% | 94.21 | 94.87 | 2,500 | 2,500 | 2,500 | 2,500 | 235,689 | 237,345 | 100.00% | 100.00% |
07/01/2021 | 0.70% | 93.87 | 94.53 | 2,500 | 2,500 | 2,500 | 2,500 | 233,946 | 235,589 | 100.00% | 100.00% |
05/01/2021 | 0.70% | 92.31 | 92.96 | 2,500 | 2,500 | 2,500 | 2,500 | 231,814 | 233,442 | 100.00% | 100.00% |
04/01/2021 | 0.70% | 92.55 | 93.20 | 2,500 | 2,500 | 2,500 | 2,500 | 232,439 | 234,072 | 100.00% | 100.00% |