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 | 0.49% | 102.76 % | 103.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,887 USD | 516,387 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.77 % | 103.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,923 USD | 516,423 USD | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,768 USD | 516,268 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 102.72 % | 103.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,693 USD | 516,193 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.73 % | 103.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,579 USD | 516,079 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.66 % | 103.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,279 USD | 515,779 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,244 USD | 515,744 USD | 98.72% | 98.72% |
11/11/2024 | 0.49% | 102.64 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,207 USD | 515,707 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,961 USD | 515,461 USD | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,798 USD | 515,298 USD | 100.00% | 100.00% |