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 | - | - |
25/11/2019 | 0.80% | 76.10 | 76.72 | 250,000 | 250,000 | 250,000 | 250,000 | 189,488 | 191,016 | 100.00% | 100.00% |
22/11/2019 | 0.81% | 75.70 | 76.31 | 250,000 | 250,000 | 250,000 | 250,000 | 187,467 | 188,992 | 100.00% | 100.00% |
21/11/2019 | 0.81% | 74.37 | 74.97 | 250,000 | 250,000 | 250,000 | 250,000 | 184,715 | 186,215 | 100.00% | 100.00% |
20/11/2019 | 0.81% | 73.31 | 73.90 | 250,000 | 250,000 | 250,000 | 250,000 | 183,900 | 185,396 | 100.00% | 100.00% |
19/11/2019 | 0.81% | 73.94 | 74.54 | 250,000 | 250,000 | 250,000 | 250,000 | 187,228 | 188,747 | 100.00% | 100.00% |
18/11/2019 | 0.81% | 76.90 | 77.52 | 250,000 | 250,000 | 250,000 | 250,000 | 196,293 | 197,882 | 100.00% | 100.00% |
15/11/2019 | 0.80% | 79.50 | 80.14 | 250,000 | 250,000 | 250,000 | 250,000 | 198,551 | 200,151 | 100.00% | 100.00% |
14/11/2019 | 0.80% | 78.78 | 79.42 | 250,000 | 250,000 | 250,000 | 250,000 | 195,644 | 197,224 | 100.00% | 100.00% |
13/11/2019 | 0.80% | 78.64 | 79.28 | 250,000 | 250,000 | 250,000 | 250,000 | 195,592 | 197,168 | 100.00% | 100.00% |