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 | 0.40% | 104.20 % | 104.60 % | 500,000 | 500,000 | 146,142 | 146,142 | 152,279 USD | 152,865 USD | 99.64% | 99.64% |
19/11/2024 | 0.90% | 104.20 % | 104.60 % | 500,000 | 500,000 | 130,629 | 130,629 | 136,113 USD | 136,768 USD | 100.00% | 100.00% |
18/11/2024 | 0.41% | 104.10 % | 104.50 % | 500,000 | 500,000 | 145,447 | 145,447 | 151,416 USD | 152,004 USD | 99.77% | 99.77% |
15/11/2024 | 0.39% | 104.20 % | 104.60 % | 500,000 | 500,000 | 144,897 | 144,897 | 150,963 USD | 151,544 USD | 98.23% | 98.23% |
14/11/2024 | 0.40% | 104.20 % | 104.60 % | 500,000 | 500,000 | 144,810 | 144,810 | 150,906 USD | 151,488 USD | 100.00% | 100.00% |
13/11/2024 | 0.40% | 104.30 % | 104.70 % | 500,000 | 500,000 | 144,457 | 144,457 | 150,635 USD | 151,217 USD | 100.00% | 100.00% |
12/11/2024 | 0.90% | 104.20 % | 104.60 % | 500,000 | 500,000 | 115,826 | 115,826 | 120,710 USD | 121,355 USD | 100.00% | 100.00% |
11/11/2024 | 0.40% | 104.30 % | 104.70 % | 500,000 | 500,000 | 144,348 | 144,348 | 150,554 USD | 151,136 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 104.30 % | 104.70 % | 500,000 | 500,000 | 140,427 | 140,427 | 146,489 USD | 147,061 USD | 100.00% | 100.00% |
07/11/2024 | 0.40% | 104.30 % | 104.70 % | 500,000 | 500,000 | 144,787 | 144,787 | 151,029 USD | 151,611 USD | 100.00% | 100.00% |