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 | - | - |
04/02/2019 | 0.60% | 104.02 | 104.65 | 1,500 | 1,500 | 1,500 | 1,500 | 155,744 | 156,682 | 90.45% | 90.45% |
01/02/2019 | 0.60% | 104.17 | 104.80 | 2,500 | 2,500 | 2,500 | 2,500 | 260,212 | 261,778 | 100.00% | 100.00% |
31/01/2019 | 0.60% | 103.68 | 104.31 | 2,500 | 2,500 | 2,500 | 2,500 | 259,981 | 261,545 | 100.00% | 100.00% |
30/01/2019 | 0.60% | 104.14 | 104.76 | 2,500 | 2,500 | 2,500 | 2,500 | 259,969 | 261,536 | 100.00% | 100.00% |
29/01/2019 | 0.60% | 103.80 | 104.43 | 2,500 | 2,500 | 2,500 | 2,500 | 259,711 | 261,269 | 100.00% | 100.00% |
28/01/2019 | 0.60% | 103.29 | 103.92 | 2,500 | 2,500 | 2,500 | 2,500 | 258,825 | 260,395 | 100.00% | 100.00% |
25/01/2019 | 0.59% | 104.07 | 104.69 | 2,500 | 2,500 | 3,255 | 3,255 | 338,657 | 340,737 | 99.44% | 99.44% |
24/01/2019 | 0.60% | 102.65 | 103.27 | 5,000 | 5,000 | 5,000 | 5,000 | 512,300 | 515,366 | 99.99% | 99.99% |
23/01/2019 | 0.60% | 101.81 | 102.42 | 5,000 | 5,000 | 5,000 | 5,000 | 508,951 | 512,011 | 100.00% | 100.00% |