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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.02% | 126.11 % | 126.13 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,271,000 USD | 1,271,200 USD | 100.00% | 100.00% |
19/11/2024 | 0.02% | 126.09 % | 126.11 % | 895,000 | 1,000,000 | 947,951 | 1,000,000 | 1,194,570 USD | 1,260,280 USD | 100.00% | 100.00% |
18/11/2024 | 0.02% | 126.43 % | 126.45 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,266,470 USD | 1,266,670 USD | 100.00% | 100.00% |
15/11/2024 | 0.02% | 126.80 % | 126.82 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,274,320 USD | 1,274,520 USD | 100.00% | 100.00% |
14/11/2024 | 0.02% | 128.96 % | 128.98 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,291,390 USD | 1,291,590 USD | 100.00% | 100.00% |
13/11/2024 | 0.02% | 129.40 % | 129.42 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,288,110 USD | 1,288,310 USD | 100.00% | 100.00% |
12/11/2024 | 0.02% | 128.69 % | 128.71 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,287,820 USD | 1,288,020 USD | 100.00% | 100.00% |
11/11/2024 | 0.02% | 129.29 % | 129.31 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,287,720 USD | 1,287,920 USD | 100.00% | 100.00% |
08/11/2024 | 0.02% | 128.18 % | 128.20 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,280,120 USD | 1,280,320 USD | 100.00% | 100.00% |
07/11/2024 | 0.02% | 128.02 % | 128.04 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,277,820 USD | 1,278,020 USD | 100.00% | 100.00% |