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% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,051 USD | 486,551 USD | 100.00% | 100.00% |
19/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,174 USD | 485,674 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,977 USD | 489,477 USD | 100.00% | 100.00% |
15/11/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,730 USD | 488,230 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,738 USD | 490,238 USD | 100.00% | 100.00% |
13/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,460 USD | 489,960 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,676 USD | 490,176 USD | 99.89% | 99.89% |
11/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 499,954 | 488,804 USD | 491,259 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,009 USD | 491,509 USD | 99.75% | 99.75% |
07/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,616 USD | 492,116 USD | 99.91% | 99.91% |