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% | 102.02 % | 102.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,657 USD | 514,157 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.99 % | 102.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,857 USD | 512,357 USD | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,438 USD | 514,938 USD | 99.67% | 99.67% |
15/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,868 USD | 516,368 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.57 % | 104.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,911 USD | 518,411 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.94 % | 103.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,071 USD | 516,571 USD | 100.00% | 100.00% |
12/11/2024 | 0.48% | 102.94 % | 103.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,506 USD | 520,006 USD | 98.70% | 98.70% |
11/11/2024 | 0.48% | 104.29 % | 104.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,766 USD | 524,266 USD | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.64 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,094 USD | 521,594 USD | 99.84% | 99.84% |
07/11/2024 | 0.48% | 104.51 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,214 USD | 525,714 USD | 100.00% | 100.00% |