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 | - | - |
24/02/2020 | 0.98% | 101.30 | 102.30 | 500,000 | 500,000 | 500,000 | 500,000 | 506,481 | 511,481 | 16.94% | 93.91% |
21/02/2020 | 0.98% | 101.20 | 102.20 | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 | 511,000 | 90.71% | 90.71% |
20/02/2020 | 0.98% | 101.20 | 102.20 | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 | 511,000 | 95.08% | 95.08% |
19/02/2020 | 0.98% | 101.20 | 102.20 | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 | 511,000 | 95.67% | 95.67% |
18/02/2020 | 0.98% | 101.20 | 102.20 | 500,000 | 500,000 | 145,086 | 145,086 | 146,827 | 148,278 | 89.77% | 89.77% |
17/02/2020 | 0.98% | 101.20 | 102.20 | 100,000 | 100,000 | 262,230 | 262,230 | 265,377 | 267,999 | 95.05% | 95.05% |
14/02/2020 | 0.99% | 101.10 | 102.10 | 500,000 | 500,000 | 500,000 | 500,000 | 505,003 | 510,003 | 95.67% | 95.67% |
13/02/2020 | 0.98% | 101.10 | 102.10 | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 | 510,500 | 95.07% | 95.07% |
12/02/2020 | 0.98% | 101.10 | 102.10 | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 | 510,500 | 95.66% | 95.66% |