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 | 0.77% | 104.05 % | 104.85 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,860 USD | 125,820 USD | 26.70% | 26.70% |
19/11/2024 | 0.77% | 104.00 % | 104.80 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,800 USD | 125,760 USD | 100.00% | 100.00% |
18/11/2024 | 0.77% | 104.00 % | 104.80 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,800 USD | 125,760 USD | 69.60% | 69.60% |
15/11/2024 | 0.77% | 104.00 % | 104.80 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,800 USD | 125,760 USD | 100.00% | 100.00% |
14/11/2024 | 0.77% | 103.95 % | 104.75 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,740 USD | 125,700 USD | 100.00% | 100.00% |
13/11/2024 | 0.77% | 103.95 % | 104.75 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,740 USD | 125,700 USD | 100.00% | 100.00% |
12/11/2024 | 0.77% | 103.90 % | 104.70 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,680 USD | 125,640 USD | 65.54% | 65.54% |
11/11/2024 | 0.77% | 103.90 % | 104.70 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,680 USD | 125,640 USD | 61.44% | 61.44% |
08/11/2024 | 0.77% | 103.90 % | 104.70 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,680 USD | 125,640 USD | 65.54% | 65.54% |
07/11/2024 | 0.77% | 103.90 % | 104.70 % | 120,000 | 120,000 | 120,000 | 120,000 | 124,680 USD | 125,640 USD | 63.05% | 63.05% |