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 | 0.51% | 98.57 % | 99.07 % | 500,000 | 500,000 | 499,923 | 500,000 | 492,996 USD | 495,572 USD | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.58 % | 99.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,940 USD | 495,440 USD | 89.36% | 89.36% |
18/11/2024 | 0.51% | 98.68 % | 99.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,318 USD | 495,818 USD | 99.67% | 99.67% |
15/11/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,667 USD | 496,167 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 98.89 % | 99.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,114 USD | 496,614 USD | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.77 % | 99.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,659 USD | 496,159 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.76 % | 99.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,318 USD | 496,818 USD | 98.70% | 98.70% |
11/11/2024 | 0.50% | 99.04 % | 99.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,273 USD | 497,773 USD | 100.00% | 100.00% |
08/11/2024 | 0.50% | 98.94 % | 99.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,993 USD | 497,493 USD | 99.84% | 99.84% |
07/11/2024 | 0.50% | 99.16 % | 99.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,030 USD | 498,530 USD | 100.00% | 100.00% |