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 | - | - |
04/03/2021 | 0.46% | 108.30 | 108.80 | 300,000 | 250,000 | 300,000 | 250,000 | 323,312 | 270,677 | 99.56% | 99.56% |
03/03/2021 | 0.45% | 110.06 | 110.56 | 300,000 | 250,000 | 300,000 | 250,000 | 332,257 | 278,131 | 100.00% | 100.00% |
02/03/2021 | 0.45% | 110.70 | 111.20 | 300,000 | 250,000 | 300,000 | 250,000 | 332,449 | 278,291 | 100.00% | 100.00% |
01/03/2021 | 0.45% | 110.70 | 111.20 | 300,000 | 250,000 | 300,000 | 250,000 | 329,745 | 276,038 | 99.74% | 99.74% |
26/02/2021 | 0.46% | 109.03 | 109.53 | 300,000 | 250,000 | 300,000 | 250,000 | 326,951 | 273,709 | 99.03% | 99.03% |
25/02/2021 | 0.45% | 111.26 | 111.76 | 300,000 | 250,000 | 300,000 | 250,000 | 335,399 | 280,749 | 100.00% | 100.00% |
24/02/2021 | 0.45% | 110.97 | 111.47 | 300,000 | 250,000 | 263,204 | 250,000 | 291,076 | 277,763 | 100.00% | 100.00% |
22/02/2021 | 0.45% | 110.45 | 110.95 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,101,070 | 276,516 | 100.00% | 100.00% |
19/02/2021 | 0.45% | 111.20 | 111.70 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,109,520 | 278,629 | 100.00% | 100.00% |