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 | 0.81% | 100.10 % | 100.90 % | 500,000 | 500,000 | 182,795 | 182,795 | 182,974 USD | 184,446 USD | 98.58% | 98.58% |
19/11/2024 | 1.01% | 100.00 % | 101.00 % | 500,000 | 500,000 | 187,359 | 187,359 | 187,350 USD | 189,243 USD | 99.86% | 99.86% |
18/11/2024 | 1.02% | 100.00 % | 101.00 % | 500,000 | 500,000 | 188,401 | 188,401 | 188,390 USD | 190,298 USD | 98.65% | 98.65% |
15/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 180,885 | 180,885 | 181,215 USD | 182,665 USD | 96.99% | 96.99% |
14/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 187,277 | 187,277 | 187,463 USD | 188,963 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 187,262 | 187,262 | 187,258 USD | 189,139 USD | 100.00% | 100.00% |
12/11/2024 | 1.05% | 100.00 % | 101.00 % | 500,000 | 500,000 | 187,352 | 187,352 | 187,323 USD | 189,256 USD | 100.00% | 100.00% |
11/11/2024 | 0.81% | 100.20 % | 101.00 % | 500,000 | 500,000 | 187,411 | 187,411 | 187,634 USD | 189,143 USD | 99.14% | 99.14% |
08/11/2024 | 0.83% | 100.10 % | 100.90 % | 500,000 | 500,000 | 187,236 | 187,236 | 187,285 USD | 188,814 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 187,497 | 187,497 | 187,387 USD | 189,263 USD | 99.76% | 99.76% |