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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/09/2018 | 0.50% | 120.23 | 120.83 | 5,000 | 5,000 | 5,000 | 5,000 | 600,574 | 603,594 | 99.99% | 99.99% |
20/09/2018 | 0.50% | 118.93 | 119.53 | 5,000 | 5,000 | 5,000 | 5,000 | 595,910 | 598,910 | 100.00% | 100.00% |
19/09/2018 | 0.50% | 119.46 | 120.06 | 5,000 | 5,000 | 5,000 | 5,000 | 596,076 | 599,061 | 99.99% | 99.99% |
18/09/2018 | 0.50% | 117.57 | 118.16 | 5,000 | 5,000 | 5,000 | 5,000 | 587,016 | 589,966 | 100.00% | 100.00% |
17/09/2018 | 0.50% | 117.46 | 118.06 | 5,000 | 5,000 | 5,000 | 5,000 | 588,386 | 591,346 | 100.00% | 100.00% |
14/09/2018 | 0.50% | 118.98 | 119.58 | 5,000 | 5,000 | 5,000 | 5,000 | 594,747 | 597,737 | 100.00% | 100.00% |
13/09/2018 | 0.50% | 118.21 | 118.81 | 5,000 | 5,000 | 5,000 | 5,000 | 591,473 | 594,430 | 100.00% | 100.00% |
12/09/2018 | 0.50% | 117.53 | 118.12 | 5,000 | 5,000 | 5,000 | 5,000 | 588,016 | 590,966 | 100.00% | 100.00% |
11/09/2018 | 0.50% | 118.07 | 118.67 | 5,000 | 5,000 | 5,000 | 5,000 | 589,676 | 592,646 | 100.00% | 100.00% |
10/09/2018 | 0.50% | 118.59 | 119.18 | 5,000 | 5,000 | 5,000 | 5,000 | 592,901 | 595,866 | 100.00% | 100.00% |