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 | - | - |
18/01/2021 | 0.59% | 255.55 | 257.05 | 2,500 | 2,500 | 2,500 | 2,500 | 629,735 | 633,485 | 98.00% | 98.00% |
15/01/2021 | 0.60% | 247.98 | 249.48 | 2,500 | 2,500 | 2,500 | 2,500 | 624,859 | 628,618 | 97.63% | 97.63% |
14/01/2021 | 0.60% | 252.87 | 254.37 | 2,500 | 2,500 | 2,500 | 2,500 | 626,659 | 630,409 | 100.00% | 100.00% |
13/01/2021 | 0.61% | 244.11 | 245.61 | 2,500 | 2,500 | 2,500 | 2,500 | 617,370 | 621,120 | 99.04% | 99.04% |
12/01/2021 | 0.61% | 247.03 | 248.53 | 2,500 | 2,500 | 2,500 | 2,500 | 617,010 | 620,760 | 100.00% | 100.00% |
11/01/2021 | 0.65% | 244.37 | 245.87 | 2,500 | 2,500 | 3,631 | 2,500 | 883,188 | 611,818 | 99.87% | 99.91% |
08/01/2021 | 0.61% | 245.18 | 246.68 | 2,500 | 2,500 | 2,500 | 2,500 | 611,959 | 615,709 | 99.19% | 99.19% |
07/01/2021 | 0.61% | 246.32 | 247.82 | 2,500 | 2,500 | 2,500 | 2,500 | 608,292 | 612,042 | 100.00% | 100.00% |
05/01/2021 | 0.62% | 237.17 | 238.67 | 2,500 | 2,500 | 2,500 | 2,500 | 600,317 | 604,067 | 100.00% | 100.00% |