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 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 142,780 | 142,780 | 142,923 USD | 144,065 USD | 97.73% | 97.73% |
19/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 146,867 | 146,867 | 146,867 USD | 148,336 USD | 99.67% | 99.67% |
18/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 146,886 | 146,886 | 146,886 USD | 148,355 USD | 99.06% | 99.06% |
15/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 147,236 | 147,236 | 147,383 USD | 148,561 USD | 99.72% | 99.72% |
14/11/2024 | 0.81% | 100.20 % | 101.00 % | 500,000 | 500,000 | 125,179 | 125,179 | 125,426 USD | 126,433 USD | 94.09% | 94.09% |
13/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,217 | 148,217 | 148,366 USD | 149,848 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,194 | 148,194 | 148,342 USD | 149,824 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,311 | 148,311 | 148,620 USD | 149,807 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,285 | 148,285 | 148,582 USD | 149,768 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,929 | 148,929 | 149,078 USD | 150,568 USD | 99.23% | 99.23% |