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 | - | - |
05/06/2020 | 0.98% | 102.00 | 103.00 | 500,000 | 500,000 | 500,000 | 500,000 | 510,000 | 515,000 | 100.00% | 100.00% |
04/06/2020 | 0.98% | 102.00 | 103.00 | 500,000 | 500,000 | 500,000 | 500,000 | 510,000 | 515,000 | 100.00% | 100.00% |
03/06/2020 | 0.98% | 102.00 | 103.00 | 500,000 | 500,000 | 500,000 | 500,000 | 510,000 | 515,000 | 99.53% | 99.53% |
02/06/2020 | 0.98% | 102.00 | 103.00 | 500,000 | 500,000 | 500,000 | 500,000 | 510,000 | 515,000 | 98.59% | 98.59% |
29/05/2020 | 0.98% | 101.90 | 102.90 | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 | 514,500 | 100.00% | 100.00% |
28/05/2020 | 0.98% | 101.90 | 102.90 | 500,000 | 500,000 | 500,000 | 500,000 | 509,412 | 514,412 | 99.15% | 99.15% |
27/05/2020 | 0.98% | 101.80 | 102.80 | 500,000 | 500,000 | 500,000 | 500,000 | 509,441 | 514,441 | 95.99% | 95.99% |
26/05/2020 | 0.98% | 101.90 | 102.90 | 500,000 | 500,000 | 500,000 | 500,000 | 509,843 | 514,843 | 100.00% | 100.00% |
25/05/2020 | 0.98% | 101.90 | 102.90 | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 | 514,500 | 96.00% | 96.00% |