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 | 0.51% | 98.35 % | 98.85 % | 800,000 | 500,000 | 800,000 | 500,000 | 786,830 USD | 494,268 USD | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.50 % | 99.00 % | 800,000 | 500,000 | 800,000 | 500,000 | 788,105 USD | 495,066 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 98.85 % | 99.35 % | 800,000 | 500,000 | 800,000 | 500,000 | 791,323 USD | 497,077 USD | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.85 % | 99.35 % | 800,000 | 500,000 | 800,000 | 500,000 | 790,512 USD | 496,570 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.70 % | 99.20 % | 800,000 | 500,000 | 800,000 | 500,000 | 787,225 USD | 494,516 USD | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.10 % | 98.60 % | 800,000 | 500,000 | 800,000 | 500,000 | 783,082 USD | 491,927 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.55 % | 98.05 % | 800,000 | 500,000 | 800,000 | 500,000 | 782,464 USD | 491,540 USD | 94.65% | 94.65% |
11/11/2024 | 0.51% | 98.50 % | 99.00 % | 800,000 | 500,000 | 800,000 | 500,000 | 787,543 USD | 494,714 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 98.15 % | 98.65 % | 800,000 | 500,000 | 800,000 | 500,000 | 789,218 USD | 495,761 USD | 97.39% | 97.39% |
07/11/2024 | 0.50% | 99.25 % | 99.75 % | 800,000 | 500,000 | 800,000 | 500,000 | 794,319 USD | 498,950 USD | 99.84% | 99.84% |