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% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,147 USD | 488,647 USD | 100.00% | 100.00% |
19/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,994 USD | 488,494 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,331 USD | 488,831 USD | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,416 USD | 489,916 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,847 USD | 492,347 USD | 100.00% | 100.00% |
13/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,388 USD | 491,888 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,587 USD | 493,087 USD | 98.48% | 98.48% |
11/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,228 USD | 492,728 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,172 USD | 492,672 USD | 98.95% | 98.95% |
07/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,485 USD | 494,985 USD | 99.90% | 99.90% |