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 | 1.55% | 99.00 % | 99.80 % | 500,000 | 500,000 | 143,088 | 143,088 | 141,620 USD | 143,137 USD | 98.58% | 98.58% |
19/11/2024 | 1.74% | 98.80 % | 99.80 % | 500,000 | 500,000 | 147,668 | 147,668 | 145,846 USD | 147,686 USD | 100.00% | 100.00% |
18/11/2024 | 1.74% | 99.20 % | 100.20 % | 500,000 | 500,000 | 147,831 | 147,831 | 146,595 USD | 148,438 USD | 100.00% | 100.00% |
15/11/2024 | 1.53% | 99.20 % | 100.00 % | 500,000 | 500,000 | 148,151 | 148,151 | 147,290 USD | 148,842 USD | 100.00% | 100.00% |
14/11/2024 | 1.52% | 100.10 % | 100.90 % | 500,000 | 500,000 | 148,186 | 148,186 | 148,339 USD | 149,892 USD | 100.00% | 100.00% |
13/11/2024 | 1.72% | 100.00 % | 101.00 % | 500,000 | 500,000 | 148,190 | 148,190 | 148,194 USD | 150,042 USD | 100.00% | 100.00% |
12/11/2024 | 1.71% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,127 | 148,127 | 148,374 USD | 150,223 USD | 100.00% | 100.00% |
11/11/2024 | 1.51% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,220 | 148,220 | 148,855 USD | 150,408 USD | 100.00% | 100.00% |
08/11/2024 | 1.52% | 100.30 % | 101.10 % | 500,000 | 500,000 | 148,264 | 148,264 | 148,562 USD | 150,115 USD | 100.00% | 100.00% |
07/11/2024 | 1.72% | 100.00 % | 101.00 % | 500,000 | 500,000 | 148,819 | 148,819 | 148,891 USD | 150,747 USD | 99.24% | 99.24% |