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 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 USD | 504,500 USD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,250 USD | 504,750 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,497 USD | 504,997 USD | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,742 USD | 505,242 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 USD | 505,500 USD | 100.00% | 100.00% |
13/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,750 USD | 506,250 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,746 USD | 506,246 USD | 98.98% | 98.98% |
11/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,240 USD | 506,740 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,217 USD | 506,717 USD | 81.88% | 81.88% |
07/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,454 USD | 506,954 USD | 99.89% | 99.89% |