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 | 0.47% | 105.70 % | 106.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,500 USD | 531,000 USD | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.75 % | 106.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,812 USD | 531,312 USD | 100.00% | 100.00% |
18/11/2024 | 0.47% | 105.75 % | 106.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,750 USD | 531,250 USD | 100.00% | 100.00% |
15/11/2024 | 0.47% | 105.75 % | 106.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,687 USD | 531,187 USD | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.80 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,031 USD | 531,531 USD | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.85 % | 106.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,915 USD | 531,415 USD | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.80 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,000 USD | 531,500 USD | 65.54% | 65.54% |
11/11/2024 | 0.47% | 105.85 % | 106.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,250 USD | 531,750 USD | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.90 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,691 USD | 532,191 USD | 65.54% | 65.54% |
07/11/2024 | 0.47% | 105.95 % | 106.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,551 USD | 532,051 USD | 99.91% | 99.91% |