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 | 0.52% | 105.55 % | 106.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,055,500 USD | 530,500 USD | 97.41% | 97.41% |
19/11/2024 | 0.52% | 105.55 % | 106.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,055,500 USD | 530,500 USD | 99.37% | 99.37% |
18/11/2024 | 0.52% | 105.50 % | 106.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,055,000 USD | 530,250 USD | 99.36% | 99.36% |
15/11/2024 | 0.52% | 105.50 % | 106.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,055,000 USD | 530,250 USD | 99.36% | 99.36% |
14/11/2024 | 0.52% | 105.50 % | 106.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,055,000 USD | 530,250 USD | 99.34% | 99.34% |
13/11/2024 | 0.52% | 105.50 % | 106.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,055,000 USD | 530,250 USD | 98.95% | 98.95% |
12/11/2024 | 0.52% | 105.45 % | 106.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,054,500 USD | 530,000 USD | 99.38% | 99.38% |
11/11/2024 | 0.52% | 105.15 % | 105.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,051,500 USD | 528,500 USD | 98.63% | 98.63% |
08/11/2024 | 0.52% | 105.15 % | 105.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,051,500 USD | 528,500 USD | 99.38% | 99.38% |
07/11/2024 | 0.52% | 105.15 % | 105.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,051,500 USD | 528,500 USD | 98.95% | 98.95% |