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 | 0.87% | 99.80 % | 100.60 % | 500,000 | 500,000 | 143,203 | 143,203 | 142,916 USD | 144,095 USD | 98.59% | 98.59% |
19/11/2024 | 1.06% | 99.60 % | 100.60 % | 500,000 | 500,000 | 148,136 | 148,136 | 147,586 USD | 149,100 USD | 100.00% | 100.00% |
18/11/2024 | 1.06% | 99.90 % | 100.90 % | 500,000 | 500,000 | 148,269 | 148,269 | 148,121 USD | 149,637 USD | 100.00% | 100.00% |
15/11/2024 | 0.86% | 100.00 % | 100.80 % | 500,000 | 500,000 | 148,298 | 148,298 | 148,479 USD | 149,698 USD | 100.00% | 100.00% |
14/11/2024 | 0.86% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,185 | 148,185 | 148,481 USD | 149,699 USD | 100.00% | 100.00% |
13/11/2024 | 4.09% | 100.10 % | 101.10 % | 500,000 | 500,000 | 147,580 | 147,580 | 147,733 USD | 150,806 USD | 99.82% | 99.82% |
12/11/2024 | 2.82% | 100.30 % | 101.30 % | 500,000 | 500,000 | 147,421 | 147,421 | 147,855 USD | 150,275 USD | 99.75% | 99.75% |
11/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 148,215 | 148,215 | 148,660 USD | 149,845 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 148,154 | 148,154 | 148,598 USD | 149,783 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,052 | 148,052 | 148,199 USD | 149,680 USD | 100.00% | 100.00% |