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 | 0.79% | 102.50 % | 103.30 % | 500,000 | 500,000 | 143,252 | 143,252 | 146,947 USD | 148,093 USD | 97.94% | 97.94% |
19/11/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 148,092 | 148,092 | 151,732 USD | 153,214 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 146,948 | 146,948 | 150,474 USD | 151,944 USD | 99.06% | 99.06% |
15/11/2024 | 0.79% | 102.50 % | 103.30 % | 500,000 | 500,000 | 146,409 | 146,409 | 150,068 USD | 151,243 USD | 99.72% | 99.72% |
14/11/2024 | 0.79% | 102.50 % | 103.30 % | 500,000 | 500,000 | 147,650 | 147,650 | 151,340 USD | 152,524 USD | 100.00% | 100.00% |
13/11/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 148,197 | 148,197 | 151,753 USD | 153,235 USD | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 148,209 | 148,209 | 151,618 USD | 153,100 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 148,183 | 148,183 | 151,744 USD | 152,930 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 148,221 | 148,221 | 151,779 USD | 152,964 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 149,501 | 149,501 | 152,939 USD | 154,435 USD | 98.58% | 98.58% |