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 | 0.48% | 104.68 % | 105.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,400 USD | 525,900 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.67 % | 105.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,350 USD | 525,850 USD | 89.39% | 89.39% |
18/11/2024 | 0.48% | 104.65 % | 105.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,250 USD | 525,750 USD | 99.67% | 99.67% |
15/11/2024 | 0.48% | 104.64 % | 105.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,200 USD | 525,700 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.62 % | 105.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,100 USD | 525,600 USD | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.58 % | 105.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,900 USD | 525,400 USD | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.57 % | 105.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,850 USD | 525,350 USD | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.55 % | 105.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,750 USD | 525,250 USD | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.55 % | 105.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,750 USD | 525,250 USD | 99.84% | 99.84% |
07/11/2024 | 0.48% | 104.54 % | 105.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,700 USD | 525,200 USD | 100.00% | 100.00% |