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 | - | - |
17/01/2020 | 0.50% | 130.04 | 130.69 | 2,500 | 2,500 | 2,500 | 2,500 | 324,871 | 326,499 | 98.54% | 98.54% |
16/01/2020 | 0.50% | 128.69 | 129.33 | 2,500 | 2,500 | 2,500 | 2,500 | 321,800 | 323,413 | 100.00% | 100.00% |
15/01/2020 | 0.50% | 129.58 | 130.23 | 2,500 | 2,500 | 2,500 | 2,500 | 324,068 | 325,693 | 100.00% | 100.00% |
14/01/2020 | 0.50% | 129.59 | 130.24 | 2,500 | 2,500 | 2,500 | 2,500 | 323,339 | 324,960 | 100.00% | 100.00% |
13/01/2020 | 0.50% | 129.91 | 130.56 | 2,500 | 2,500 | 2,500 | 2,500 | 325,168 | 326,798 | 100.00% | 100.00% |
10/01/2020 | 0.50% | 130.19 | 130.85 | 2,500 | 2,500 | 2,500 | 2,500 | 325,735 | 327,368 | 100.00% | 100.00% |
09/01/2020 | 0.50% | 130.31 | 130.96 | 2,500 | 2,500 | 2,500 | 2,500 | 325,789 | 327,422 | 99.99% | 99.99% |
08/01/2020 | 0.50% | 130.12 | 130.77 | 2,500 | 2,500 | 2,500 | 2,500 | 324,744 | 326,372 | 99.97% | 99.97% |
07/01/2020 | 0.50% | 130.17 | 130.82 | 2,500 | 2,500 | 2,500 | 2,500 | 325,953 | 327,587 | 99.99% | 99.99% |