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 | - | - |
30/08/2019 | 0.67% | 104.69 | 105.39 | 150,000 | 150,000 | 150,000 | 150,000 | 157,268 | 158,318 | 100.00% | 100.00% |
29/08/2019 | 0.67% | 104.15 | 104.85 | 150,000 | 150,000 | 150,000 | 150,000 | 155,985 | 157,035 | 100.00% | 100.00% |
28/08/2019 | 0.68% | 103.31 | 104.01 | 150,000 | 150,000 | 150,000 | 150,000 | 154,828 | 155,878 | 100.00% | 100.00% |
27/08/2019 | 0.68% | 103.36 | 104.06 | 150,000 | 150,000 | 150,000 | 150,000 | 154,541 | 155,591 | 100.00% | 100.00% |
26/08/2019 | 0.68% | 102.60 | 103.30 | 150,000 | 150,000 | 150,000 | 150,000 | 153,960 | 155,010 | 100.00% | 100.00% |
23/08/2019 | 0.67% | 102.73 | 103.43 | 150,000 | 150,000 | 150,000 | 150,000 | 155,238 | 156,288 | 100.00% | 100.00% |
22/08/2019 | 0.67% | 103.27 | 103.97 | 150,000 | 150,000 | 150,000 | 150,000 | 155,146 | 156,196 | 81.23% | 81.23% |
21/08/2019 | 0.67% | 103.72 | 104.42 | 150,000 | 150,000 | 150,000 | 150,000 | 155,288 | 156,338 | 100.00% | 100.00% |
20/08/2019 | 0.67% | 103.42 | 104.12 | 150,000 | 150,000 | 150,000 | 150,000 | 155,356 | 156,406 | 100.00% | 100.00% |