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 | 0.80% | 99.70 % | 100.50 % | 500,000 | 100,000 | 143,679 | 28,736 | 143,248 USD | 28,880 USD | 97.94% | 97.94% |
19/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 100,000 | 147,852 | 29,570 | 147,260 USD | 29,748 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 100,000 | 148,248 | 29,650 | 147,655 USD | 29,827 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 100,000 | 148,242 | 29,648 | 147,946 USD | 29,826 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 100,000 | 147,968 | 29,594 | 147,672 USD | 29,771 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 100,000 | 148,222 | 29,644 | 147,925 USD | 29,882 USD | 100.00% | 100.00% |
12/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 100,000 | 148,127 | 29,625 | 147,830 USD | 29,862 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 100,000 | 147,800 | 29,560 | 147,651 USD | 29,767 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 100,000 | 148,140 | 29,628 | 148,139 USD | 29,865 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 100,000 | 148,904 | 29,781 | 148,755 USD | 30,049 USD | 99.23% | 99.23% |