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% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,964 USD | 517,464 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 102.94 % | 103.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,035 USD | 517,535 USD | 89.40% | 89.40% |
18/11/2024 | 0.48% | 102.96 % | 103.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,604 USD | 517,104 USD | 99.66% | 99.66% |
15/11/2024 | 0.48% | 102.86 % | 103.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,888 USD | 517,388 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 102.99 % | 103.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,268 USD | 516,768 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.77 % | 103.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,056 USD | 516,556 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,139 USD | 516,639 USD | 98.72% | 98.72% |
11/11/2024 | 0.49% | 102.82 % | 103.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,137 USD | 516,637 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.71 % | 103.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,187 USD | 515,687 USD | 99.84% | 99.84% |
07/11/2024 | 0.49% | 102.61 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,008 USD | 515,508 USD | 100.00% | 100.00% |