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 | - | - |
31/10/2019 | 0.66% | 105.04 | 105.74 | 150,000 | 150,000 | 150,000 | 150,000 | 157,683 | 158,733 | 100.00% | 100.00% |
30/10/2019 | 0.66% | 105.07 | 105.77 | 150,000 | 150,000 | 150,000 | 150,000 | 157,661 | 158,711 | 100.00% | 100.00% |
29/10/2019 | 0.66% | 105.19 | 105.89 | 150,000 | 150,000 | 150,000 | 150,000 | 157,677 | 158,727 | 100.00% | 100.00% |
28/10/2019 | 0.66% | 105.21 | 105.91 | 150,000 | 150,000 | 150,000 | 150,000 | 157,782 | 158,832 | 100.00% | 100.00% |
25/10/2019 | 0.67% | 105.04 | 105.74 | 150,000 | 150,000 | 150,000 | 150,000 | 157,213 | 158,263 | 100.00% | 100.00% |
24/10/2019 | 0.67% | 104.80 | 105.50 | 150,000 | 150,000 | 150,000 | 150,000 | 157,019 | 158,069 | 98.31% | 98.31% |
23/10/2019 | 0.67% | 104.39 | 105.09 | 150,000 | 150,000 | 150,000 | 150,000 | 156,487 | 157,537 | 99.76% | 99.76% |
22/10/2019 | 0.67% | 104.32 | 105.02 | 150,000 | 150,000 | 150,000 | 150,000 | 156,302 | 157,352 | 100.00% | 100.00% |
21/10/2019 | 0.67% | 104.09 | 104.79 | 150,000 | 150,000 | 150,000 | 150,000 | 155,975 | 157,025 | 100.00% | 100.00% |