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 | 0.56% | 106.55 % | 107.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,926 USD | 268,426 USD | 100.00% | 100.00% |
19/11/2024 | 0.56% | 106.71 % | 107.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,162 USD | 268,662 USD | 89.37% | 89.37% |
18/11/2024 | 0.56% | 106.74 % | 107.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,287 USD | 267,787 USD | 99.67% | 99.67% |
15/11/2024 | 0.56% | 106.52 % | 107.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,219 USD | 268,719 USD | 100.00% | 100.00% |
14/11/2024 | 0.56% | 107.04 % | 107.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,675 USD | 269,175 USD | 100.00% | 100.00% |
13/11/2024 | 0.56% | 106.81 % | 107.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,666 USD | 268,166 USD | 100.00% | 100.00% |
12/11/2024 | 0.56% | 106.85 % | 107.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,904 USD | 268,404 USD | 98.72% | 98.72% |
11/11/2024 | 0.56% | 106.87 % | 107.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,075 USD | 268,575 USD | 100.00% | 100.00% |
08/11/2024 | 0.56% | 106.71 % | 107.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,435 USD | 267,935 USD | 99.84% | 99.84% |
07/11/2024 | 0.56% | 106.42 % | 107.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,174 USD | 267,674 USD | 100.00% | 100.00% |