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 | - | - |
20/02/2020 | 0.81% | 102.12 | 102.95 | 250,000 | 250,000 | 250,000 | 250,000 | 255,300 | 257,375 | 100.00% | 100.00% |
19/02/2020 | 0.81% | 102.11 | 102.94 | 250,000 | 250,000 | 250,000 | 250,000 | 255,275 | 257,350 | 98.69% | 98.69% |
18/02/2020 | 0.81% | 102.10 | 102.93 | 250,000 | 250,000 | 250,000 | 250,000 | 255,250 | 257,325 | 100.00% | 100.00% |
17/02/2020 | 0.81% | 102.10 | 102.93 | 250,000 | 250,000 | 250,000 | 250,000 | 255,250 | 257,325 | 100.00% | 100.00% |
14/02/2020 | 0.81% | 102.10 | 102.93 | 250,000 | 250,000 | 250,000 | 250,000 | 255,250 | 257,325 | 100.00% | 100.00% |
13/02/2020 | 0.81% | 102.09 | 102.92 | 250,000 | 250,000 | 250,000 | 250,000 | 255,225 | 257,300 | 100.00% | 100.00% |
12/02/2020 | 0.80% | 102.08 | 102.90 | 250,000 | 250,000 | 250,000 | 250,000 | 255,200 | 257,250 | 100.00% | 100.00% |
11/02/2020 | 0.80% | 102.07 | 102.89 | 250,000 | 250,000 | 250,000 | 250,000 | 255,175 | 257,225 | 100.00% | 100.00% |
07/02/2020 | 0.80% | 102.06 | 102.88 | 250,000 | 250,000 | 250,000 | 250,000 | 255,150 | 257,200 | 100.00% | 100.00% |