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 | 0.70% | 99.61 % | 100.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,787 USD | 150,837 USD | 100.00% | 100.00% |
19/11/2024 | 0.70% | 99.72 % | 100.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,711 USD | 150,761 USD | 89.37% | 89.37% |
18/11/2024 | 0.70% | 99.43 % | 100.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,375 USD | 150,425 USD | 99.67% | 99.67% |
15/11/2024 | 0.70% | 99.32 % | 100.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,417 USD | 150,467 USD | 100.00% | 100.00% |
14/11/2024 | 0.70% | 99.96 % | 100.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,010 USD | 151,060 USD | 100.00% | 100.00% |
13/11/2024 | 0.70% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,047 USD | 150,097 USD | 100.00% | 100.00% |
12/11/2024 | 0.70% | 99.33 % | 100.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,325 USD | 150,375 USD | 98.74% | 98.74% |
11/11/2024 | 0.70% | 99.39 % | 100.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,149 USD | 150,199 USD | 100.00% | 100.00% |
08/11/2024 | 0.70% | 99.18 % | 99.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,008 USD | 150,058 USD | 99.83% | 99.83% |
07/11/2024 | 0.70% | 99.44 % | 100.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,436 USD | 150,486 USD | 100.00% | 100.00% |