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% | 108.94 | 109.64 | 150,000 | 150,000 | 150,000 | 150,000 | 163,017 | 164,067 | 100.00% | 100.00% |
13/12/2019 | 0.64% | 108.00 | 108.70 | 150,000 | 150,000 | 150,000 | 150,000 | 162,299 | 163,349 | 100.00% | 100.00% |
12/12/2019 | 0.65% | 108.02 | 108.72 | 150,000 | 150,000 | 150,000 | 150,000 | 161,411 | 162,461 | 100.00% | 100.00% |
11/12/2019 | 0.65% | 107.37 | 108.07 | 150,000 | 150,000 | 150,000 | 150,000 | 160,648 | 161,698 | 100.00% | 100.00% |
10/12/2019 | 0.65% | 106.92 | 107.62 | 150,000 | 150,000 | 150,000 | 150,000 | 160,231 | 161,281 | 61.92% | 61.92% |
09/12/2019 | 0.65% | 107.56 | 108.26 | 150,000 | 150,000 | 150,000 | 150,000 | 161,632 | 162,682 | 100.00% | 100.00% |
06/12/2019 | 0.65% | 107.83 | 108.53 | 150,000 | 150,000 | 150,000 | 150,000 | 161,297 | 162,347 | 100.00% | 100.00% |
05/12/2019 | 0.65% | 107.00 | 107.70 | 150,000 | 150,000 | 150,000 | 150,000 | 160,914 | 161,964 | 100.00% | 100.00% |
04/12/2019 | 0.65% | 107.03 | 107.73 | 150,000 | 150,000 | 150,000 | 150,000 | 160,493 | 161,543 | 86.11% | 86.11% |