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% | 100.20 % | 101.00 % | 500,000 | 500,000 | 183,412 | 183,412 | 183,776 USD | 185,249 USD | 97.94% | 97.94% |
19/11/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 187,360 | 187,360 | 187,545 USD | 189,423 USD | 99.86% | 99.86% |
18/11/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 187,870 | 187,870 | 188,056 USD | 189,938 USD | 98.49% | 98.49% |
15/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 180,215 | 180,215 | 180,557 USD | 182,001 USD | 97.80% | 97.80% |
14/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 187,290 | 187,290 | 187,476 USD | 188,977 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 187,262 | 187,262 | 187,233 USD | 189,108 USD | 100.00% | 100.00% |
12/11/2024 | 1.04% | 99.90 % | 100.90 % | 500,000 | 500,000 | 187,345 | 187,345 | 187,156 USD | 189,074 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 187,410 | 187,410 | 187,596 USD | 189,098 USD | 99.14% | 99.14% |
08/11/2024 | 0.82% | 100.10 % | 100.90 % | 500,000 | 500,000 | 187,346 | 187,346 | 187,523 USD | 189,043 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 188,001 | 188,001 | 187,738 USD | 189,619 USD | 99.23% | 99.23% |