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 | 0.72% | 96.63 % | 97.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,346 USD | 145,396 USD | 100.00% | 100.00% |
19/11/2024 | 0.72% | 96.30 % | 97.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,654 USD | 145,704 USD | 89.38% | 89.38% |
18/11/2024 | 0.73% | 95.75 % | 96.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,635 USD | 144,685 USD | 99.66% | 99.66% |
15/11/2024 | 0.73% | 95.02 % | 95.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,584 USD | 143,634 USD | 100.00% | 100.00% |
14/11/2024 | 0.73% | 95.83 % | 96.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,029 USD | 145,079 USD | 100.00% | 100.00% |
13/11/2024 | 0.72% | 97.10 % | 97.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,957 USD | 146,007 USD | 100.00% | 100.00% |
12/11/2024 | 0.72% | 96.09 % | 96.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,945 USD | 145,995 USD | 98.74% | 98.74% |
11/11/2024 | 0.72% | 96.86 % | 97.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,627 USD | 145,677 USD | 100.00% | 100.00% |
08/11/2024 | 0.74% | 94.79 % | 95.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,160 USD | 143,210 USD | 99.84% | 99.84% |
07/11/2024 | 0.74% | 95.35 % | 96.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,933 USD | 141,983 USD | 99.19% | 99.19% |