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 | 0.86% | 100.20 % | 101.00 % | 500,000 | 100,000 | 141,606 | 28,321 | 141,888 USD | 28,605 USD | 97.94% | 97.94% |
19/11/2024 | 1.00% | 100.20 % | 101.20 % | 500,000 | 100,000 | 147,933 | 29,587 | 148,229 USD | 29,942 USD | 100.00% | 100.00% |
18/11/2024 | 1.02% | 100.20 % | 101.20 % | 500,000 | 100,000 | 146,435 | 29,287 | 146,724 USD | 29,639 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,229 | 148,229 | 148,821 USD | 150,007 USD | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,149 | 148,149 | 148,741 USD | 149,926 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 100.40 % | 101.40 % | 500,000 | 500,000 | 147,711 | 147,711 | 148,301 USD | 149,780 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 148,321 | 148,321 | 148,914 USD | 150,397 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 148,308 | 148,308 | 149,049 USD | 150,236 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.50 % | 101.30 % | 500,000 | 500,000 | 148,022 | 148,022 | 148,762 USD | 149,947 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 148,888 | 148,888 | 149,484 USD | 150,973 USD | 99.23% | 99.23% |