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% | 102.00 % | 102.80 % | 500,000 | 500,000 | 143,389 | 143,389 | 146,238 USD | 147,386 USD | 97.94% | 97.94% |
19/11/2024 | 0.99% | 101.70 % | 102.70 % | 500,000 | 500,000 | 147,661 | 147,661 | 150,237 USD | 151,716 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 101.50 % | 102.50 % | 500,000 | 500,000 | 148,054 | 148,054 | 150,208 USD | 151,690 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 147,745 | 147,745 | 149,679 USD | 150,863 USD | 100.00% | 100.00% |
14/11/2024 | 0.81% | 101.60 % | 102.40 % | 500,000 | 500,000 | 146,730 | 146,730 | 148,905 USD | 150,085 USD | 100.00% | 100.00% |
13/11/2024 | 1.31% | 101.90 % | 102.90 % | 500,000 | 500,000 | 148,696 | 148,696 | 151,555 USD | 153,213 USD | 99.47% | 99.47% |
12/11/2024 | 1.15% | 101.90 % | 102.90 % | 500,000 | 500,000 | 145,186 | 145,186 | 147,884 USD | 149,407 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 102.20 % | 103.00 % | 500,000 | 500,000 | 147,492 | 147,492 | 150,922 USD | 152,105 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.70 % | 103.50 % | 500,000 | 500,000 | 146,756 | 146,756 | 150,703 USD | 151,883 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 148,516 | 148,516 | 152,369 USD | 153,855 USD | 97.89% | 97.89% |