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 | - | - |
01/12/2020 | 0.80% | 100.72 | 101.53 | 250,000 | 250,000 | 250,000 | 250,000 | 251,800 | 253,825 | 100.00% | 100.00% |
30/11/2020 | 0.80% | 100.72 | 101.53 | 250,000 | 250,000 | 250,000 | 250,000 | 251,711 | 253,736 | 75.77% | 75.77% |
27/11/2020 | 0.80% | 100.59 | 101.40 | 250,000 | 250,000 | 250,000 | 250,000 | 251,669 | 253,694 | 90.98% | 90.98% |
26/11/2020 | 0.80% | 100.51 | 101.32 | 250,000 | 250,000 | 250,000 | 250,000 | 251,126 | 253,151 | 100.00% | 100.00% |
25/11/2020 | 0.80% | 100.32 | 101.13 | 250,000 | 250,000 | 250,000 | 250,000 | 250,596 | 252,621 | 100.00% | 100.00% |
24/11/2020 | 0.81% | 99.90 | 100.71 | 250,000 | 250,000 | 250,000 | 250,000 | 250,020 | 252,045 | 100.00% | 100.00% |
23/11/2020 | 0.81% | 99.61 | 100.42 | 250,000 | 250,000 | 250,000 | 250,000 | 249,444 | 251,467 | 100.00% | 100.00% |
20/11/2020 | 0.81% | 99.93 | 100.74 | 250,000 | 250,000 | 250,000 | 250,000 | 249,756 | 251,781 | 100.00% | 100.00% |
19/11/2020 | 0.81% | 99.88 | 100.69 | 250,000 | 250,000 | 250,000 | 250,000 | 250,311 | 252,336 | 100.00% | 100.00% |