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 | 0.83% | 100.30 % | 101.11 % | 500,000 | 500,000 | 142,016 | 142,016 | 142,441 USD | 143,594 USD | 98.58% | 98.58% |
19/11/2024 | 1.01% | 100.20 % | 101.20 % | 500,000 | 500,000 | 146,795 | 146,795 | 147,059 USD | 148,534 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 148,258 | 148,258 | 148,555 USD | 150,038 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.30 % | 101.11 % | 500,000 | 500,000 | 148,296 | 148,296 | 148,808 USD | 150,009 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.30 % | 101.11 % | 500,000 | 500,000 | 148,090 | 148,090 | 148,535 USD | 149,734 USD | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 148,211 | 148,211 | 148,655 USD | 150,138 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 148,330 | 148,330 | 148,627 USD | 150,110 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.40 % | 101.21 % | 500,000 | 500,000 | 148,348 | 148,348 | 148,949 USD | 150,151 USD | 100.00% | 100.00% |
08/11/2024 | 0.81% | 100.30 % | 101.11 % | 500,000 | 500,000 | 148,159 | 148,159 | 148,535 USD | 149,736 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 148,837 | 148,837 | 148,886 USD | 150,375 USD | 99.23% | 99.23% |