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 | - | - |
20/09/2019 | 2.49% | 118.85 | 121.85 | 250,000 | 250,000 | 250,000 | 250,000 | 297,435 | 304,935 | 100.00% | 100.00% |
19/09/2019 | 2.50% | 118.63 | 121.63 | 250,000 | 250,000 | 250,000 | 250,000 | 296,000 | 303,500 | 100.00% | 100.00% |
18/09/2019 | 2.50% | 118.42 | 121.42 | 250,000 | 250,000 | 250,000 | 250,000 | 296,209 | 303,709 | 100.00% | 100.00% |
17/09/2019 | 2.51% | 118.40 | 121.40 | 250,000 | 250,000 | 250,000 | 250,000 | 295,085 | 302,585 | 99.35% | 99.35% |
16/09/2019 | 2.51% | 117.84 | 120.84 | 250,000 | 250,000 | 250,000 | 250,000 | 294,586 | 302,086 | 99.88% | 99.88% |
13/09/2019 | 2.48% | 118.62 | 121.62 | 250,000 | 250,000 | 250,000 | 250,000 | 298,475 | 305,975 | 99.80% | 99.80% |
12/09/2019 | 2.47% | 120.13 | 123.13 | 250,000 | 250,000 | 250,000 | 250,000 | 300,317 | 307,817 | 100.00% | 100.00% |
12/09/2019 | 2.47% | 120.13 | 123.13 | 250,000 | 250,000 | 250,000 | 250,000 | 300,317 | 307,817 | 100.00% | 100.00% |
11/09/2019 | 2.47% | 120.11 | 123.11 | 250,000 | 250,000 | 250,000 | 250,000 | 299,641 | 307,141 | 100.00% | 100.00% |