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 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,500 USD | 515,000 USD | 96.94% | 96.94% |
19/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,510 USD | 515,010 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,250 USD | 514,750 USD | 99.36% | 99.36% |
15/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,139 USD | 514,639 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,477 USD | 514,977 USD | 99.34% | 99.34% |
13/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,109 USD | 514,609 USD | 98.97% | 98.97% |
12/11/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,845 USD | 514,345 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 USD | 514,500 USD | 98.60% | 98.60% |
08/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,293 USD | 514,793 USD | 99.38% | 99.38% |
07/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,044 USD | 514,544 USD | 98.95% | 98.95% |