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% | 102.96 % | 103.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,800 USD | 517,300 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,754 USD | 517,254 USD | 89.38% | 89.38% |
18/11/2024 | 0.48% | 102.94 % | 103.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,700 USD | 517,200 USD | 99.67% | 99.67% |
15/11/2024 | 0.48% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,603 USD | 517,103 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,602 USD | 517,102 USD | 100.00% | 100.00% |
13/11/2024 | 0.48% | 102.88 % | 103.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,365 USD | 516,865 USD | 100.00% | 100.00% |
12/11/2024 | 0.48% | 102.86 % | 103.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,300 USD | 516,800 USD | 98.72% | 98.72% |
11/11/2024 | 0.49% | 102.84 % | 103.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,200 USD | 516,700 USD | 100.00% | 100.00% |
08/11/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,250 USD | 516,750 USD | 99.84% | 99.84% |
07/11/2024 | 0.49% | 102.84 % | 103.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,173 USD | 516,673 USD | 100.00% | 100.00% |