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 | - | - |
01/02/2019 | 0.50% | 55.35 | 55.62 | 2,500 | 2,500 | 2,500 | 2,500 | 138,837 | 139,533 | 100.00% | 100.00% |
31/01/2019 | 0.50% | 55.76 | 56.04 | 2,500 | 2,500 | 2,500 | 2,500 | 138,650 | 139,345 | 100.00% | 100.00% |
30/01/2019 | 0.50% | 54.87 | 55.15 | 2,500 | 2,500 | 2,500 | 2,500 | 136,880 | 137,563 | 100.00% | 100.00% |
29/01/2019 | 0.49% | 54.23 | 54.49 | 2,500 | 2,500 | 2,500 | 2,500 | 134,089 | 134,754 | 100.00% | 100.00% |
28/01/2019 | 0.50% | 53.22 | 53.48 | 2,500 | 2,500 | 2,500 | 2,500 | 132,596 | 133,261 | 100.00% | 100.00% |
25/01/2019 | 0.50% | 52.93 | 53.19 | 2,500 | 2,500 | 3,263 | 3,264 | 169,852 | 170,770 | 99.44% | 99.44% |
24/01/2019 | 0.50% | 51.34 | 51.60 | 5,000 | 5,000 | 5,000 | 5,000 | 255,514 | 256,794 | 100.00% | 100.00% |
23/01/2019 | 0.50% | 51.25 | 51.51 | 5,000 | 5,000 | 5,000 | 5,000 | 257,821 | 259,116 | 100.00% | 100.00% |
22/01/2019 | 0.50% | 51.54 | 51.80 | 5,000 | 5,000 | 5,000 | 5,000 | 259,609 | 260,909 | 100.00% | 100.00% |