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 | 0.47% | 106.18 % | 106.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,040 USD | 533,540 USD | 100.00% | 100.00% |
19/11/2024 | 0.47% | 106.17 % | 106.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,796 USD | 533,296 USD | 89.36% | 89.36% |
18/11/2024 | 0.47% | 106.21 % | 106.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,938 USD | 533,438 USD | 99.67% | 99.67% |
15/11/2024 | 0.47% | 106.13 % | 106.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,789 USD | 533,289 USD | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.18 % | 106.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,843 USD | 533,343 USD | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.12 % | 106.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,527 USD | 533,027 USD | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.10 % | 106.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,581 USD | 533,081 USD | 98.72% | 98.72% |
11/11/2024 | 0.47% | 106.10 % | 106.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,519 USD | 533,019 USD | 100.00% | 100.00% |
08/11/2024 | 0.47% | 106.08 % | 106.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,426 USD | 532,926 USD | 99.83% | 99.83% |
07/11/2024 | 0.47% | 106.07 % | 106.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,318 USD | 532,818 USD | 100.00% | 100.00% |