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 | 0.70% | 85.36 % | 85.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,229 USD | 215,729 USD | 100.00% | 100.00% |
19/11/2024 | 0.69% | 85.57 % | 86.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,191 USD | 216,691 USD | 89.36% | 89.36% |
18/11/2024 | 0.69% | 85.84 % | 86.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,310 USD | 216,810 USD | 99.67% | 99.67% |
15/11/2024 | 0.69% | 85.99 % | 86.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,058 USD | 217,558 USD | 100.00% | 100.00% |
14/11/2024 | 0.69% | 86.80 % | 87.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,893 USD | 217,393 USD | 100.00% | 100.00% |
13/11/2024 | 0.70% | 85.13 % | 85.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,310 USD | 213,810 USD | 100.00% | 100.00% |
12/11/2024 | 0.70% | 84.70 % | 85.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,649 USD | 216,149 USD | 98.72% | 98.72% |
11/11/2024 | 0.68% | 87.25 % | 87.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,970 USD | 222,470 USD | 100.00% | 100.00% |
08/11/2024 | 0.68% | 88.12 % | 88.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,513 USD | 221,013 USD | 99.83% | 99.83% |
07/11/2024 | 0.69% | 88.01 % | 88.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,712 USD | 219,212 USD | 100.00% | 100.00% |