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 | - | - |
31/01/2020 | 0.50% | 998.60 | 1,003.60 | 500 | 500 | 500 | 500 | 499,300 | 501,800 | 91.20% | 91.20% |
30/01/2020 | 0.50% | 998.64 | 1,003.65 | 500 | 500 | 500 | 500 | 499,320 | 501,825 | 100.00% | 100.00% |
29/01/2020 | 0.50% | 998.69 | 1,003.69 | 500 | 500 | 500 | 500 | 499,345 | 501,845 | 99.87% | 99.87% |
28/01/2020 | 0.50% | 998.22 | 1,003.23 | 500 | 500 | 500 | 500 | 499,110 | 501,615 | 100.00% | 100.00% |
27/01/2020 | 0.50% | 998.27 | 1,003.27 | 500 | 500 | 500 | 500 | 499,135 | 501,635 | 100.00% | 100.00% |
24/01/2020 | 0.50% | 998.91 | 1,003.91 | 500 | 500 | 500 | 500 | 499,455 | 501,955 | 100.00% | 100.00% |
23/01/2020 | 0.50% | 998.94 | 1,003.95 | 500 | 500 | 500 | 500 | 499,470 | 501,975 | 78.47% | 78.47% |
22/01/2020 | 0.50% | 999.13 | 1,004.14 | 500 | 500 | 500 | 500 | 499,565 | 502,070 | 100.00% | 100.00% |
21/01/2020 | 0.50% | 996.50 | 1,001.50 | 500 | 500 | 500 | 500 | 498,250 | 500,750 | 100.00% | 100.00% |