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 | - | - |
02/10/2024 | 0.57% | 105.88 | 106.48 | 750,000 | 750,000 | 390,012 | 390,012 | 412,945 | 415,285 | 100.00% | 100.00% |
01/10/2024 | 0.57% | 105.88 | 106.48 | 750,000 | 750,000 | 390,013 | 390,013 | 412,945 | 415,286 | 100.00% | 100.00% |
30/09/2024 | 0.57% | 105.87 | 106.47 | 750,000 | 750,000 | 390,015 | 390,015 | 412,909 | 415,249 | 100.00% | 100.00% |
27/09/2024 | 0.57% | 105.89 | 106.49 | 250,000 | 250,000 | 250,000 | 250,000 | 264,725 | 266,225 | 88.68% | 88.68% |
26/09/2024 | 0.57% | 105.89 | 106.49 | 250,000 | 250,000 | 250,000 | 250,000 | 264,725 | 266,225 | 86.77% | 86.77% |
25/09/2024 | 0.57% | 105.85 | 106.45 | 250,000 | 250,000 | 250,000 | 250,000 | 264,625 | 266,125 | 98.64% | 98.64% |
24/09/2024 | 0.57% | 105.85 | 106.45 | 250,000 | 250,000 | 250,000 | 250,000 | 264,625 | 266,125 | 99.17% | 99.17% |
23/09/2024 | 0.57% | 105.84 | 106.44 | 250,000 | 250,000 | 250,000 | 250,000 | 264,600 | 266,100 | 99.48% | 99.48% |
20/09/2024 | 0.57% | 105.86 | 106.46 | 250,000 | 250,000 | 250,000 | 250,000 | 264,650 | 266,150 | 99.39% | 99.39% |