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 | 0.82% | 100.20 % | 101.00 % | 500,000 | 500,000 | 186,913 | 186,913 | 187,284 USD | 188,802 USD | 99.01% | 99.01% |
19/11/2024 | 0.81% | 100.20 % | 101.00 % | 500,000 | 500,000 | 187,426 | 187,426 | 187,800 USD | 189,317 USD | 99.86% | 99.86% |
18/11/2024 | 0.81% | 100.40 % | 101.20 % | 500,000 | 500,000 | 187,756 | 187,756 | 188,505 USD | 190,024 USD | 98.43% | 98.43% |
15/11/2024 | 0.81% | 100.30 % | 101.10 % | 500,000 | 500,000 | 177,272 | 177,272 | 177,825 USD | 179,263 USD | 96.83% | 96.83% |
14/11/2024 | 0.82% | 100.30 % | 101.10 % | 500,000 | 500,000 | 185,765 | 185,765 | 186,322 USD | 187,837 USD | 99.10% | 99.10% |
13/11/2024 | 0.82% | 100.20 % | 101.00 % | 500,000 | 500,000 | 185,574 | 185,574 | 185,961 USD | 187,475 USD | 99.32% | 99.32% |
12/11/2024 | 2.38% | 100.20 % | 101.00 % | 500,000 | 500,000 | 184,797 | 184,797 | 184,859 USD | 187,957 USD | 99.40% | 99.40% |
11/11/2024 | 0.81% | 100.20 % | 101.00 % | 500,000 | 500,000 | 186,870 | 186,870 | 187,351 USD | 188,864 USD | 97.83% | 97.83% |
08/11/2024 | 0.84% | 100.10 % | 100.90 % | 500,000 | 500,000 | 184,987 | 184,987 | 185,473 USD | 186,994 USD | 100.00% | 100.00% |
07/11/2024 | 0.82% | 100.30 % | 101.10 % | 500,000 | 500,000 | 185,649 | 185,649 | 186,099 USD | 187,612 USD | 99.23% | 99.23% |