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 | 0.70% | 113.20 % | 114.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 569,226 USD | 573,226 USD | 97.95% | 97.95% |
19/11/2024 | 0.88% | 113.30 % | 114.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,609 USD | 570,609 USD | 100.00% | 100.00% |
18/11/2024 | 0.88% | 114.00 % | 115.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 568,666 USD | 573,666 USD | 99.05% | 99.05% |
15/11/2024 | 0.70% | 114.00 % | 114.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 572,011 USD | 576,011 USD | 99.38% | 99.38% |
14/11/2024 | 0.69% | 115.40 % | 116.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 575,247 USD | 579,247 USD | 99.92% | 99.92% |
13/11/2024 | 0.87% | 114.30 % | 115.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 570,678 USD | 575,678 USD | 99.89% | 99.89% |
12/11/2024 | 0.86% | 114.40 % | 115.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 575,561 USD | 580,561 USD | 100.00% | 100.00% |
11/11/2024 | 0.69% | 116.00 % | 116.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 580,341 USD | 584,341 USD | 100.00% | 100.00% |
08/11/2024 | 0.69% | 115.20 % | 116.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 576,137 USD | 580,137 USD | 100.00% | 100.00% |
07/11/2024 | 0.86% | 115.60 % | 116.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,017 USD | 582,017 USD | 99.76% | 99.76% |