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 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 143,713 | 143,713 | 142,419 USD | 143,569 USD | 97.95% | 97.95% |
19/11/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 148,254 | 148,254 | 146,748 USD | 148,231 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 148,200 | 148,200 | 146,414 USD | 147,896 USD | 100.00% | 100.00% |
15/11/2024 | 0.85% | 99.20 % | 100.00 % | 500,000 | 500,000 | 144,366 | 144,366 | 143,310 USD | 144,483 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,121 | 148,121 | 147,380 USD | 148,565 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 147,946 | 147,946 | 147,228 USD | 148,709 USD | 100.00% | 100.00% |
12/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 148,331 | 148,331 | 147,439 USD | 148,923 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,215 | 148,215 | 147,431 USD | 148,617 USD | 100.00% | 100.00% |
08/11/2024 | 1.16% | 99.10 % | 99.90 % | 500,000 | 500,000 | 144,427 | 144,427 | 143,091 USD | 144,398 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,990 | 148,990 | 147,645 USD | 149,135 USD | 99.24% | 99.24% |