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 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,165 USD | 513,665 USD | 99.17% | 99.17% |
19/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,653 USD | 512,153 USD | 99.17% | 99.17% |
18/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,901 USD | 514,401 USD | 99.16% | 99.16% |
15/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,205 USD | 515,705 USD | 99.17% | 99.17% |
14/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,244 USD | 517,744 USD | 99.13% | 99.13% |
13/11/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,673 USD | 516,173 USD | 99.17% | 99.17% |
12/11/2024 | 0.48% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,880 USD | 519,380 USD | 99.17% | 99.17% |
11/11/2024 | 0.48% | 104.15 % | 104.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,931 USD | 523,431 USD | 99.17% | 99.17% |
08/11/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,606 USD | 521,106 USD | 99.17% | 99.17% |
07/11/2024 | 0.48% | 104.30 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,260 USD | 524,760 USD | 99.07% | 99.07% |