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 | - | - |
28/12/2023 | 0.49% | 101.06 | 101.56 | 250,000 | 250,000 | 250,000 | 250,000 | 252,650 | 253,900 | 100.00% | 100.00% |
27/12/2023 | 0.49% | 101.07 | 101.57 | 250,000 | 250,000 | 250,000 | 250,000 | 252,675 | 253,925 | 100.00% | 100.00% |
22/12/2023 | 0.49% | 101.08 | 101.58 | 250,000 | 250,000 | 250,000 | 250,000 | 252,700 | 253,950 | 100.00% | 100.00% |
21/12/2023 | 0.49% | 101.11 | 101.61 | 250,000 | 250,000 | 250,000 | 250,000 | 252,775 | 254,025 | 100.00% | 100.00% |
20/12/2023 | 0.49% | 101.15 | 101.65 | 250,000 | 250,000 | 250,000 | 249,946 | 252,875 | 254,070 | 100.00% | 100.00% |
19/12/2023 | 0.49% | 101.15 | 101.65 | 250,000 | 250,000 | 250,000 | 250,000 | 252,875 | 254,125 | 100.00% | 100.00% |
18/12/2023 | 0.49% | 101.18 | 101.68 | 250,000 | 250,000 | 250,000 | 250,000 | 252,950 | 254,200 | 100.00% | 100.00% |
15/12/2023 | 0.49% | 101.20 | 101.70 | 250,000 | 250,000 | 250,000 | 250,000 | 253,000 | 254,250 | 100.00% | 100.00% |
14/12/2023 | 0.49% | 101.21 | 101.71 | 250,000 | 250,000 | 250,000 | 250,000 | 253,033 | 254,283 | 99.32% | 99.32% |