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% | 104.95 % | 105.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,750 USD | 527,250 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.94 % | 105.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,700 USD | 527,200 USD | 89.36% | 89.36% |
18/11/2024 | 0.48% | 104.93 % | 105.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,637 USD | 527,137 USD | 99.66% | 99.66% |
15/11/2024 | 0.48% | 104.91 % | 105.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,550 USD | 527,050 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.90 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,500 USD | 527,000 USD | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.85 % | 105.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,250 USD | 526,750 USD | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.84 % | 105.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,200 USD | 526,700 USD | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.83 % | 105.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,150 USD | 526,650 USD | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.83 % | 105.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,150 USD | 526,650 USD | 99.84% | 99.84% |
07/11/2024 | 0.48% | 104.81 % | 105.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,050 USD | 526,550 USD | 100.00% | 100.00% |