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 | - | - |
28/06/2019 | 0.66% | 105.23 | 105.93 | 150,000 | 150,000 | 150,000 | 150,000 | 157,757 | 158,807 | 100.00% | 100.00% |
27/06/2019 | 0.66% | 105.18 | 105.88 | 150,000 | 150,000 | 150,000 | 150,000 | 157,719 | 158,769 | 99.61% | 99.61% |
26/06/2019 | 0.66% | 104.98 | 105.68 | 150,000 | 150,000 | 150,000 | 150,000 | 157,518 | 158,568 | 100.00% | 100.00% |
25/06/2019 | 0.66% | 104.99 | 105.69 | 150,000 | 150,000 | 150,000 | 150,000 | 157,789 | 158,839 | 97.64% | 97.64% |
24/06/2019 | 0.66% | 104.95 | 105.65 | 150,000 | 150,000 | 150,000 | 150,000 | 157,810 | 158,860 | 100.00% | 100.00% |
21/06/2019 | 0.66% | 105.38 | 106.08 | 150,000 | 150,000 | 150,000 | 150,000 | 158,208 | 159,258 | 100.00% | 100.00% |
20/06/2019 | 0.66% | 105.73 | 106.43 | 150,000 | 150,000 | 150,000 | 150,000 | 159,137 | 160,187 | 100.00% | 100.00% |
19/06/2019 | 0.66% | 105.43 | 106.13 | 150,000 | 150,000 | 150,000 | 150,000 | 158,458 | 159,508 | 100.00% | 100.00% |
18/06/2019 | 0.66% | 106.05 | 106.75 | 150,000 | 150,000 | 150,000 | 150,000 | 158,019 | 159,069 | 100.00% | 100.00% |