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 | - | - |
07/05/2020 | 0.48% | 62.60 | 62.90 | 500,000 | 500,000 | 500,000 | 500,000 | 314,501 | 316,001 | 100.00% | 100.00% |
06/05/2020 | 0.47% | 63.00 | 63.30 | 500,000 | 500,000 | 500,000 | 500,000 | 317,059 | 318,559 | 100.00% | 100.00% |
05/05/2020 | 0.49% | 61.45 | 61.75 | 500,000 | 500,000 | 500,000 | 500,000 | 306,143 | 307,643 | 99.84% | 99.84% |
04/05/2020 | 0.50% | 60.30 | 60.60 | 500,000 | 500,000 | 500,000 | 500,000 | 300,334 | 301,834 | 89.68% | 89.68% |
30/04/2020 | 0.47% | 63.30 | 63.60 | 500,000 | 500,000 | 500,000 | 500,000 | 320,397 | 321,898 | 99.17% | 99.17% |
29/04/2020 | 0.47% | 64.15 | 64.45 | 500,000 | 500,000 | 500,000 | 500,000 | 317,892 | 319,396 | 99.90% | 99.90% |
28/04/2020 | 0.48% | 62.80 | 63.10 | 500,000 | 500,000 | 500,000 | 500,000 | 314,801 | 316,301 | 99.68% | 99.68% |
27/04/2020 | 0.48% | 62.55 | 62.85 | 500,000 | 500,000 | 500,000 | 500,000 | 313,843 | 315,343 | 100.00% | 100.00% |
24/04/2020 | 0.48% | 62.70 | 63.00 | 500,000 | 500,000 | 500,000 | 500,000 | 314,910 | 316,410 | 99.94% | 99.94% |