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 | - | - |
24/09/2021 | 0.37% | 133.55 | 134.05 | 500,000 | 500,000 | 500,000 | 500,000 | 667,239 | 669,739 | 100.00% | 100.00% |
23/09/2021 | 0.37% | 134.50 | 135.00 | 500,000 | 500,000 | 500,000 | 500,000 | 670,348 | 672,848 | 100.00% | 100.00% |
22/09/2021 | 0.38% | 132.90 | 133.40 | 500,000 | 500,000 | 500,000 | 500,000 | 662,502 | 665,002 | 99.92% | 99.92% |
21/09/2021 | 0.38% | 131.80 | 132.30 | 500,000 | 500,000 | 500,000 | 500,000 | 660,874 | 663,374 | 100.00% | 100.00% |
20/09/2021 | 0.38% | 131.10 | 131.60 | 500,000 | 500,000 | 500,000 | 500,000 | 655,144 | 657,644 | 100.00% | 100.00% |
17/09/2021 | 0.37% | 133.60 | 134.10 | 500,000 | 500,000 | 500,000 | 500,000 | 672,644 | 675,144 | 100.00% | 100.00% |
16/09/2021 | 0.37% | 134.50 | 135.00 | 500,000 | 500,000 | 500,000 | 500,000 | 673,894 | 676,394 | 100.00% | 100.00% |
15/09/2021 | 0.37% | 133.95 | 134.45 | 500,000 | 500,000 | 500,000 | 500,000 | 671,940 | 674,440 | 100.00% | 100.00% |
14/09/2021 | 0.37% | 134.75 | 135.25 | 500,000 | 500,000 | 500,000 | 500,000 | 674,479 | 676,979 | 100.00% | 100.00% |