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 | 0.78% | 103.30 % | 104.10 % | 500,000 | 500,000 | 142,561 | 142,561 | 147,301 USD | 148,442 USD | 97.74% | 97.74% |
19/11/2024 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 147,013 | 147,013 | 151,847 USD | 153,318 USD | 99.67% | 99.67% |
18/11/2024 | 0.97% | 103.30 % | 104.30 % | 500,000 | 500,000 | 148,252 | 148,252 | 153,110 USD | 154,592 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 103.30 % | 104.10 % | 500,000 | 500,000 | 147,318 | 147,318 | 152,300 USD | 153,483 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.50 % | 104.30 % | 500,000 | 500,000 | 124,295 | 124,295 | 128,641 USD | 129,643 USD | 94.09% | 94.09% |
13/11/2024 | 0.96% | 103.40 % | 104.40 % | 500,000 | 500,000 | 148,185 | 148,185 | 153,225 USD | 154,707 USD | 100.00% | 100.00% |
12/11/2024 | 0.96% | 103.40 % | 104.40 % | 500,000 | 500,000 | 148,217 | 148,217 | 153,256 USD | 154,738 USD | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 148,183 | 148,183 | 153,383 USD | 154,569 USD | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 148,285 | 148,285 | 153,623 USD | 154,809 USD | 100.00% | 100.00% |
07/11/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 149,452 | 149,452 | 154,642 USD | 156,137 USD | 98.58% | 98.58% |