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 | - | - |
28/09/2020 | 0.81% | 99.65 | 100.46 | 250,000 | 250,000 | 250,000 | 250,000 | 249,125 | 251,150 | 100.00% | 100.00% |
25/09/2020 | 0.81% | 99.74 | 100.55 | 235,000 | 250,000 | 239,319 | 250,000 | 238,697 | 251,375 | 100.00% | 100.00% |
24/09/2020 | 0.81% | 99.77 | 100.58 | 230,000 | 250,000 | 248,485 | 250,000 | 247,914 | 251,450 | 100.00% | 100.00% |
23/09/2020 | 0.81% | 99.82 | 100.63 | 240,000 | 250,000 | 243,078 | 250,000 | 242,641 | 251,575 | 100.00% | 100.00% |
22/09/2020 | 0.81% | 99.85 | 100.66 | 250,000 | 250,000 | 250,000 | 250,000 | 249,625 | 251,650 | 100.00% | 100.00% |
21/09/2020 | 0.81% | 99.90 | 100.71 | 250,000 | 250,000 | 250,000 | 250,000 | 249,750 | 251,775 | 100.00% | 100.00% |
31/08/2020 | 0.81% | 100.00 | 100.81 | 250,000 | 250,000 | 250,000 | 250,000 | 250,091 | 252,116 | 100.00% | 100.00% |
28/08/2020 | 0.81% | 100.04 | 100.85 | 250,000 | 250,000 | 250,000 | 250,000 | 250,153 | 252,178 | 100.00% | 100.00% |
27/08/2020 | 0.81% | 100.04 | 100.85 | 250,000 | 250,000 | 250,000 | 250,000 | 250,084 | 252,109 | 100.00% | 100.00% |