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 | 0.81% | 102.50 % | 103.30 % | 500,000 | 500,000 | 141,710 | 141,710 | 145,252 USD | 146,387 USD | 97.73% | 97.73% |
19/11/2024 | 0.98% | 102.30 % | 103.30 % | 500,000 | 500,000 | 146,888 | 146,888 | 150,266 USD | 151,735 USD | 99.67% | 99.67% |
18/11/2024 | 0.98% | 102.40 % | 103.40 % | 500,000 | 500,000 | 146,752 | 146,752 | 150,274 USD | 151,742 USD | 99.06% | 99.06% |
15/11/2024 | 0.79% | 102.40 % | 103.20 % | 500,000 | 500,000 | 146,313 | 146,313 | 149,885 USD | 151,059 USD | 99.72% | 99.72% |
14/11/2024 | 0.80% | 102.40 % | 103.20 % | 500,000 | 500,000 | 125,193 | 125,193 | 128,302 USD | 129,311 USD | 93.27% | 93.27% |
13/11/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 148,197 | 148,197 | 151,606 USD | 153,088 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 102.10 % | 103.10 % | 500,000 | 500,000 | 147,842 | 147,842 | 150,946 USD | 152,426 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 148,115 | 148,115 | 151,521 USD | 152,707 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 148,007 | 148,007 | 151,333 USD | 152,519 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 102.10 % | 103.10 % | 500,000 | 500,000 | 149,451 | 149,451 | 152,589 USD | 154,085 USD | 98.58% | 98.58% |