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 | - | - |
09/07/2020 | 0.53% | 74.35 | 74.70 | 500,000 | 500,000 | 500,000 | 500,000 | 376,109 | 378,090 | 99.90% | 99.90% |
08/07/2020 | 0.53% | 74.95 | 75.35 | 500,000 | 500,000 | 500,000 | 500,000 | 375,117 | 377,101 | 99.99% | 99.99% |
07/07/2020 | 0.53% | 74.95 | 75.35 | 500,000 | 500,000 | 500,000 | 500,000 | 377,198 | 379,198 | 100.00% | 100.00% |
06/07/2020 | 0.51% | 74.75 | 75.10 | 500,000 | 500,000 | 500,000 | 500,000 | 375,070 | 376,999 | 99.75% | 99.75% |
03/07/2020 | 0.47% | 73.65 | 74.00 | 500,000 | 500,000 | 500,000 | 500,000 | 369,877 | 371,627 | 99.99% | 99.99% |
02/07/2020 | 0.47% | 73.65 | 74.00 | 500,000 | 500,000 | 500,000 | 500,000 | 369,244 | 370,994 | 99.74% | 99.74% |
01/07/2020 | 0.48% | 73.15 | 73.50 | 500,000 | 500,000 | 500,000 | 500,000 | 366,506 | 368,256 | 99.94% | 99.94% |
30/06/2020 | 0.48% | 72.85 | 73.20 | 500,000 | 500,000 | 500,000 | 500,000 | 366,050 | 367,800 | 100.00% | 100.00% |
29/06/2020 | 0.47% | 73.80 | 74.15 | 500,000 | 500,000 | 500,000 | 500,000 | 369,762 | 371,512 | 99.41% | 99.41% |