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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,330 USD | 509,163 USD | 99.17% | 99.17% |
24/09/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,210 USD | 509,607 USD | 82.44% | 82.44% |
23/09/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,250 USD | 510,125 USD | 99.20% | 99.20% |
20/09/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,400 USD | 509,699 USD | 99.31% | 99.31% |
19/09/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,380 USD | 509,689 USD | 95.70% | 95.70% |
18/09/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,510 USD | 508,754 USD | 95.66% | 95.66% |
12/09/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,800 USD | 508,398 USD | 98.22% | 98.22% |
11/09/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,460 USD | 505,730 USD | 95.05% | 95.05% |
10/09/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,360 USD | 503,682 USD | 98.19% | 98.19% |
09/09/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,501 USD | 501,250 USD | 99.35% | 99.35% |