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 | - | - |
14/01/2021 | 0.70% | 100.81 | 101.52 | 2,500 | 2,500 | 2,500 | 2,500 | 250,652 | 252,413 | 100.00% | 100.00% |
13/01/2021 | 0.70% | 99.55 | 100.25 | 2,500 | 2,500 | 2,500 | 2,500 | 249,936 | 251,692 | 100.00% | 100.00% |
12/01/2021 | 0.70% | 99.66 | 100.36 | 2,500 | 2,500 | 2,500 | 2,500 | 249,023 | 250,772 | 100.00% | 100.00% |
11/01/2021 | 0.70% | 98.95 | 99.65 | 2,500 | 2,500 | 2,500 | 2,500 | 247,289 | 249,026 | 100.00% | 100.00% |
08/01/2021 | 0.70% | 98.80 | 99.50 | 2,500 | 2,500 | 2,500 | 2,500 | 247,454 | 249,193 | 100.00% | 100.00% |
07/01/2021 | 0.70% | 98.49 | 99.18 | 2,500 | 2,500 | 2,500 | 2,500 | 245,923 | 247,651 | 100.00% | 100.00% |
05/01/2021 | 0.70% | 96.61 | 97.29 | 2,500 | 2,500 | 2,500 | 2,500 | 243,137 | 244,845 | 100.00% | 100.00% |
04/01/2021 | 0.70% | 97.54 | 98.22 | 2,500 | 2,500 | 2,500 | 2,500 | 244,779 | 246,499 | 99.99% | 99.99% |
30/12/2020 | 0.70% | 97.31 | 98.00 | 2,500 | 2,500 | 2,500 | 2,500 | 242,942 | 244,649 | 100.00% | 100.00% |