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% | 106.62 % | 107.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,170 USD | 535,670 USD | 100.00% | 100.00% |
19/11/2024 | 0.47% | 106.61 % | 107.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,125 USD | 535,625 USD | 89.37% | 89.37% |
18/11/2024 | 0.47% | 106.57 % | 107.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,926 USD | 535,426 USD | 99.66% | 99.66% |
15/11/2024 | 0.47% | 106.61 % | 107.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,014 USD | 535,514 USD | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.61 % | 107.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,079 USD | 535,579 USD | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.67 % | 107.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,898 USD | 535,398 USD | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.49 % | 106.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,542 USD | 535,042 USD | 98.72% | 98.72% |
11/11/2024 | 0.47% | 106.45 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,667 USD | 535,167 USD | 100.00% | 100.00% |
08/11/2024 | 0.47% | 106.47 % | 106.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,633 USD | 535,133 USD | 99.84% | 99.84% |
07/11/2024 | 0.47% | 106.50 % | 107.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,334 USD | 534,834 USD | 100.00% | 100.00% |