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 | 0.52% | 105.05 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,250 USD | 528,000 USD | 97.40% | 97.40% |
19/11/2024 | 0.52% | 105.05 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,250 USD | 528,000 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,000 USD | 527,750 USD | 99.36% | 99.36% |
15/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,000 USD | 527,750 USD | 99.38% | 99.38% |
14/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,093 USD | 527,843 USD | 99.33% | 99.33% |
13/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,832 USD | 527,582 USD | 98.95% | 98.95% |
12/11/2024 | 0.52% | 104.95 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,750 USD | 527,500 USD | 99.38% | 99.38% |
11/11/2024 | 0.48% | 104.70 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,500 USD | 526,000 USD | 98.63% | 98.63% |
08/11/2024 | 0.50% | 104.75 % | 105.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,750 USD | 526,376 USD | 99.38% | 99.38% |
07/11/2024 | 0.48% | 104.75 % | 105.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,625 USD | 526,125 USD | 98.95% | 98.95% |