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% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,950 USD | 520,450 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,903 USD | 520,403 USD | 89.36% | 89.36% |
18/11/2024 | 0.48% | 103.57 % | 104.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,850 USD | 520,350 USD | 99.66% | 99.66% |
15/11/2024 | 0.48% | 103.55 % | 104.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,762 USD | 520,262 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.55 % | 104.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,750 USD | 520,250 USD | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.51 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,515 USD | 520,015 USD | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.49 % | 103.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,450 USD | 519,950 USD | 98.70% | 98.70% |
11/11/2024 | 0.48% | 103.47 % | 103.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,350 USD | 519,850 USD | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.48 % | 103.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,400 USD | 519,900 USD | 99.82% | 99.82% |
07/11/2024 | 0.48% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,293 USD | 519,793 USD | 100.00% | 100.00% |