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 | 0.58% | 102.65 % | 103.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,067 USD | 259,567 USD | 100.00% | 100.00% |
19/11/2024 | 0.58% | 102.89 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,445 USD | 258,945 USD | 89.39% | 89.39% |
18/11/2024 | 0.58% | 103.11 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,486 USD | 257,986 USD | 99.67% | 99.67% |
15/11/2024 | 0.58% | 102.19 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,651 USD | 258,151 USD | 100.00% | 100.00% |
14/11/2024 | 0.58% | 103.04 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,137 USD | 259,637 USD | 100.00% | 100.00% |
13/11/2024 | 0.58% | 103.28 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,612 USD | 260,112 USD | 100.00% | 100.00% |
12/11/2024 | 0.58% | 103.46 % | 104.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,556 USD | 261,056 USD | 98.72% | 98.72% |
11/11/2024 | 0.57% | 103.90 % | 104.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,343 USD | 261,843 USD | 100.00% | 100.00% |
08/11/2024 | 0.57% | 104.14 % | 104.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,409 USD | 261,909 USD | 99.84% | 99.84% |
07/11/2024 | 0.58% | 103.99 % | 104.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,346 USD | 260,846 USD | 100.00% | 100.00% |