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% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,566 USD | 491,066 USD | 84.39% | 100.00% |
19/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,084 USD | 492,584 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,854 USD | 496,354 USD | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,892 USD | 498,392 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,485 USD | 497,985 USD | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,534 USD | 498,034 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,436 USD | 497,936 USD | 99.00% | 99.00% |
11/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,387 USD | 497,887 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,290 USD | 493,790 USD | 99.05% | 99.05% |
07/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,047 USD | 493,547 USD | 99.90% | 99.90% |