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 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 143,749 | 143,749 | 144,615 USD | 145,765 USD | 97.95% | 97.95% |
19/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 148,012 | 148,012 | 148,935 USD | 150,415 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 148,290 | 148,290 | 148,251 USD | 149,734 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 148,182 | 148,182 | 148,152 USD | 149,338 USD | 100.00% | 100.00% |
14/11/2024 | 0.81% | 99.70 % | 100.50 % | 500,000 | 500,000 | 147,512 | 147,512 | 147,346 USD | 148,529 USD | 100.00% | 100.00% |
13/11/2024 | 3.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 148,207 | 148,207 | 147,470 USD | 149,976 USD | 100.00% | 100.00% |
12/11/2024 | 1.95% | 99.90 % | 100.90 % | 500,000 | 500,000 | 145,719 | 145,719 | 145,525 USD | 147,440 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 148,269 | 148,269 | 147,481 USD | 148,668 USD | 100.00% | 100.00% |
08/11/2024 | 0.85% | 97.80 % | 98.60 % | 500,000 | 500,000 | 145,830 | 145,830 | 142,819 USD | 143,994 USD | 100.00% | 100.00% |
07/11/2024 | 1.04% | 96.60 % | 97.60 % | 500,000 | 500,000 | 147,842 | 147,842 | 143,355 USD | 144,839 USD | 98.80% | 98.80% |