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 | 0.47% | 105.38 % | 105.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,900 USD | 529,400 USD | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.37 % | 105.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,850 USD | 529,350 USD | 89.37% | 89.37% |
18/11/2024 | 0.47% | 105.35 % | 105.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,750 USD | 529,250 USD | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.34 % | 105.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,700 USD | 529,200 USD | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.32 % | 105.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,600 USD | 529,100 USD | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.28 % | 105.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,400 USD | 528,900 USD | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.27 % | 105.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,350 USD | 528,850 USD | 98.71% | 98.71% |
11/11/2024 | 0.47% | 105.25 % | 105.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,250 USD | 528,750 USD | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.25 % | 105.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,250 USD | 528,750 USD | 99.83% | 99.83% |
07/11/2024 | 0.47% | 105.24 % | 105.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,200 USD | 528,700 USD | 100.00% | 100.00% |