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 | - | - |
27/09/2018 | 1.00% | 65.90 | 66.55 | 1,000 | 1,000 | 1,000 | 1,000 | 65,808 | 66,473 | 98.96% | 98.96% |
26/09/2018 | 1.01% | 66.40 | 67.05 | 1,000 | 1,000 | 1,000 | 1,000 | 66,282 | 66,952 | 87.61% | 87.61% |
25/09/2018 | 1.00% | 66.20 | 66.85 | 1,000 | 1,000 | 1,000 | 1,000 | 66,117 | 66,783 | 100.00% | 100.00% |
24/09/2018 | 1.01% | 65.95 | 66.65 | 1,000 | 1,000 | 1,000 | 1,000 | 66,124 | 66,793 | 100.00% | 100.00% |
21/09/2018 | 1.01% | 66.35 | 67.05 | 1,000 | 1,000 | 1,000 | 1,000 | 66,369 | 67,040 | 98.13% | 98.13% |
20/09/2018 | 1.01% | 65.55 | 66.20 | 1,000 | 1,000 | 1,000 | 1,000 | 65,532 | 66,196 | 94.01% | 94.01% |
19/09/2018 | 1.01% | 65.45 | 66.10 | 1,000 | 1,000 | 1,000 | 1,000 | 65,175 | 65,834 | 95.27% | 95.27% |
18/09/2018 | 1.00% | 65.10 | 65.75 | 1,000 | 1,000 | 1,000 | 1,000 | 65,000 | 65,656 | 100.00% | 100.00% |
17/09/2018 | 1.01% | 64.75 | 65.40 | 1,000 | 1,000 | 1,000 | 1,000 | 64,735 | 65,389 | 81.14% | 81.14% |