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 | 0.84% | 102.70 % | 103.50 % | 500,000 | 500,000 | 141,548 | 141,548 | 145,368 USD | 146,504 USD | 97.94% | 97.94% |
19/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 147,984 | 147,984 | 151,831 USD | 153,312 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 102.60 % | 103.60 % | 500,000 | 500,000 | 146,434 | 146,434 | 150,238 USD | 151,709 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 102.70 % | 103.50 % | 500,000 | 500,000 | 147,317 | 147,317 | 151,292 USD | 152,475 USD | 100.00% | 100.00% |
14/11/2024 | 0.79% | 102.70 % | 103.50 % | 500,000 | 500,000 | 147,456 | 147,456 | 151,436 USD | 152,618 USD | 100.00% | 100.00% |
13/11/2024 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,642 | 147,642 | 151,332 USD | 152,810 USD | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 148,329 | 148,329 | 152,038 USD | 153,521 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 148,224 | 148,224 | 152,077 USD | 153,264 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 147,979 | 147,979 | 151,826 USD | 153,011 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 149,434 | 149,434 | 153,170 USD | 154,664 USD | 98.58% | 98.58% |