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% | 102.52 % | 103.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,641 USD | 515,141 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.51 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,579 USD | 515,079 USD | 89.37% | 89.37% |
18/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,500 USD | 515,000 USD | 99.67% | 99.67% |
15/11/2024 | 0.49% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,441 USD | 514,941 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.48 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,400 USD | 514,900 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.44 % | 102.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,165 USD | 514,665 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.42 % | 102.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,100 USD | 514,600 USD | 98.71% | 98.71% |
11/11/2024 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,050 USD | 514,550 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,050 USD | 514,550 USD | 99.85% | 99.85% |
07/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 USD | 514,500 USD | 100.00% | 100.00% |