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 | - | - |
16/12/2019 | 0.64% | 110.03 | 110.73 | 150,000 | 150,000 | 150,000 | 150,000 | 164,664 | 165,714 | 100.00% | 100.00% |
13/12/2019 | 0.64% | 109.08 | 109.78 | 150,000 | 150,000 | 150,000 | 150,000 | 163,905 | 164,955 | 100.00% | 100.00% |
12/12/2019 | 0.64% | 109.08 | 109.78 | 150,000 | 150,000 | 150,000 | 150,000 | 162,961 | 164,011 | 99.99% | 99.99% |
11/12/2019 | 0.65% | 108.40 | 109.10 | 150,000 | 150,000 | 150,000 | 150,000 | 162,146 | 163,196 | 100.00% | 100.00% |
10/12/2019 | 0.65% | 107.88 | 108.58 | 150,000 | 150,000 | 150,000 | 150,000 | 161,701 | 162,751 | 61.92% | 61.92% |
09/12/2019 | 0.64% | 108.56 | 109.26 | 150,000 | 150,000 | 150,000 | 150,000 | 163,191 | 164,241 | 100.00% | 100.00% |
06/12/2019 | 0.64% | 108.89 | 109.59 | 150,000 | 150,000 | 150,000 | 150,000 | 162,831 | 163,881 | 100.00% | 100.00% |
05/12/2019 | 0.64% | 108.00 | 108.70 | 150,000 | 150,000 | 150,000 | 150,000 | 162,425 | 163,475 | 100.00% | 100.00% |
04/12/2019 | 0.65% | 108.04 | 108.74 | 150,000 | 150,000 | 150,000 | 150,000 | 161,972 | 163,022 | 86.11% | 86.11% |