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% | 101.53 % | 102.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,943 USD | 510,443 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.53 % | 102.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,844 USD | 510,344 USD | 89.37% | 89.37% |
18/11/2024 | 0.49% | 101.52 % | 102.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,521 USD | 510,021 USD | 99.67% | 99.67% |
15/11/2024 | 0.49% | 101.48 % | 101.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,568 USD | 510,068 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,846 USD | 508,346 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.07 % | 101.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,099 USD | 509,599 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.44 % | 101.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,355 USD | 509,855 USD | 98.71% | 98.71% |
11/11/2024 | 0.49% | 101.47 % | 101.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,278 USD | 509,778 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.38 % | 101.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,695 USD | 509,195 USD | 99.84% | 99.84% |
07/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,466 USD | 508,966 USD | 100.00% | 100.00% |