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 | - | - |
30/11/2020 | 0.81% | 116.02 | 116.96 | 250,000 | 250,000 | 250,000 | 250,000 | 290,050 | 292,400 | 100.00% | 100.00% |
27/11/2020 | 0.81% | 115.84 | 116.78 | 250,000 | 250,000 | 250,000 | 250,000 | 289,600 | 291,950 | 88.65% | 88.65% |
26/11/2020 | 0.81% | 115.79 | 116.73 | 250,000 | 250,000 | 250,000 | 250,000 | 289,475 | 291,825 | 100.00% | 100.00% |
25/11/2020 | 0.80% | 115.74 | 116.67 | 250,000 | 250,000 | 250,000 | 250,000 | 289,350 | 291,675 | 100.00% | 100.00% |
24/11/2020 | 0.80% | 115.68 | 116.61 | 250,000 | 250,000 | 250,000 | 250,000 | 289,200 | 291,525 | 100.00% | 100.00% |
23/11/2020 | 0.80% | 115.62 | 116.55 | 250,000 | 250,000 | 250,000 | 250,000 | 289,050 | 291,375 | 100.00% | 100.00% |
20/11/2020 | 0.80% | 115.51 | 116.44 | 250,000 | 250,000 | 250,000 | 250,000 | 288,775 | 291,100 | 100.00% | 100.00% |
19/11/2020 | 0.80% | 115.51 | 116.44 | 250,000 | 250,000 | 250,000 | 250,000 | 287,858 | 290,183 | 100.00% | 100.00% |
18/11/2020 | 0.81% | 115.00 | 115.93 | 250,000 | 250,000 | 250,000 | 250,000 | 287,500 | 289,825 | 100.00% | 100.00% |