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% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,000 USD | 509,500 USD | 97.31% | 97.31% |
19/11/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,020 USD | 509,512 USD | 99.37% | 99.37% |
18/11/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,500 USD | 509,750 USD | 96.32% | 96.32% |
15/11/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,950 USD | 509,476 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,450 USD | 509,723 USD | 97.89% | 97.89% |
13/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,050 USD | 510,023 USD | 90.43% | 90.43% |
12/11/2024 | 0.49% | 101.60 % | 102.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,260 USD | 510,129 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,070 USD | 510,535 USD | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.60 % | 102.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,710 USD | 510,355 USD | 99.37% | 99.37% |
07/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,100 USD | 510,551 USD | 98.97% | 98.97% |