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 | - | - |
19/01/2021 | 0.56% | 107.23 | 107.83 | 250,000 | 250,000 | 250,000 | 250,000 | 268,726 | 270,226 | 99.99% | 99.99% |
18/01/2021 | 0.56% | 106.93 | 107.53 | 250,000 | 250,000 | 250,000 | 250,000 | 266,917 | 268,417 | 100.00% | 100.00% |
15/01/2021 | 0.56% | 106.66 | 107.26 | 250,000 | 250,000 | 250,000 | 250,000 | 267,873 | 269,373 | 99.99% | 99.99% |
14/01/2021 | 0.55% | 108.22 | 108.82 | 250,000 | 250,000 | 250,000 | 250,000 | 270,348 | 271,848 | 100.00% | 100.00% |
13/01/2021 | 0.56% | 107.84 | 108.44 | 250,000 | 250,000 | 250,000 | 250,000 | 269,211 | 270,711 | 100.00% | 100.00% |
12/01/2021 | 0.55% | 107.95 | 108.55 | 250,000 | 250,000 | 250,000 | 250,000 | 269,710 | 271,210 | 99.99% | 99.99% |
11/01/2021 | 0.56% | 107.77 | 108.37 | 250,000 | 250,000 | 250,000 | 250,000 | 269,477 | 270,977 | 99.98% | 99.98% |
08/01/2021 | 0.55% | 108.08 | 108.68 | 250,000 | 250,000 | 250,000 | 250,000 | 270,264 | 271,764 | 100.00% | 100.00% |
07/01/2021 | 0.56% | 107.75 | 108.35 | 250,000 | 250,000 | 250,000 | 250,000 | 267,470 | 268,970 | 99.80% | 99.80% |