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% | 101.38 % | 101.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,415 USD | 509,915 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.46 % | 101.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,229 USD | 509,729 USD | 89.38% | 89.38% |
18/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,233 USD | 509,733 USD | 99.68% | 99.68% |
15/11/2024 | 0.49% | 101.39 % | 101.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,362 USD | 509,862 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,032 USD | 510,532 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.53 % | 102.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,376 USD | 509,876 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.47 % | 101.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,458 USD | 509,958 USD | 98.75% | 98.75% |
11/11/2024 | 0.49% | 101.52 % | 102.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,556 USD | 510,056 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.52 % | 102.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,574 USD | 510,074 USD | 99.85% | 99.85% |
07/11/2024 | 0.49% | 101.48 % | 101.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,218 USD | 509,718 USD | 100.00% | 100.00% |