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 | - | - |
30/10/2018 | 0.67% | 105.10 | 105.80 | 150,000 | 150,000 | 150,000 | 150,000 | 157,002 | 158,052 | 100.00% | 100.00% |
29/10/2018 | 0.66% | 104.75 | 105.45 | 150,000 | 150,000 | 150,000 | 150,000 | 157,701 | 158,751 | 100.00% | 100.00% |
26/10/2018 | 0.67% | 103.57 | 104.27 | 150,000 | 150,000 | 150,000 | 150,000 | 155,917 | 156,967 | 100.00% | 100.00% |
25/10/2018 | 0.67% | 104.61 | 105.31 | 150,000 | 150,000 | 150,000 | 150,000 | 156,619 | 157,669 | 100.00% | 100.00% |
24/10/2018 | 0.66% | 104.87 | 105.57 | 150,000 | 150,000 | 150,000 | 150,000 | 158,199 | 159,249 | 100.00% | 100.00% |
23/10/2018 | 0.66% | 104.89 | 105.59 | 150,000 | 150,000 | 150,000 | 150,000 | 157,536 | 158,586 | 100.00% | 100.00% |
22/10/2018 | 0.65% | 106.26 | 106.96 | 150,000 | 150,000 | 150,000 | 150,000 | 159,841 | 160,891 | 100.00% | 100.00% |
19/10/2018 | 0.66% | 106.75 | 107.45 | 150,000 | 150,000 | 150,000 | 150,000 | 159,547 | 160,597 | 100.00% | 100.00% |
18/10/2018 | 0.66% | 106.29 | 106.99 | 150,000 | 150,000 | 150,000 | 150,000 | 159,677 | 160,727 | 9.64% | 9.64% |