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 | 0.46% | 107.70 % | 108.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,549 USD | 541,049 USD | 100.00% | 100.00% |
19/11/2024 | 0.46% | 107.71 % | 108.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,655 USD | 541,155 USD | 89.36% | 89.36% |
18/11/2024 | 0.46% | 107.69 % | 108.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,485 USD | 540,985 USD | 99.67% | 99.67% |
15/11/2024 | 0.46% | 107.68 % | 108.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,370 USD | 540,870 USD | 100.00% | 100.00% |
14/11/2024 | 0.46% | 107.70 % | 108.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,536 USD | 541,036 USD | 100.00% | 100.00% |
13/11/2024 | 0.46% | 107.67 % | 108.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,101 USD | 540,601 USD | 100.00% | 100.00% |
12/11/2024 | 0.46% | 107.61 % | 108.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,014 USD | 540,514 USD | 98.70% | 98.70% |
11/11/2024 | 0.46% | 107.61 % | 108.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,050 USD | 540,550 USD | 100.00% | 100.00% |
08/11/2024 | 0.46% | 107.64 % | 108.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,294 USD | 540,794 USD | 99.84% | 99.84% |
07/11/2024 | 0.46% | 107.65 % | 108.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,193 USD | 540,693 USD | 100.00% | 100.00% |