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 | 0.81% | 101.10 % | 101.90 % | 500,000 | 500,000 | 146,404 | 146,404 | 148,086 USD | 149,259 USD | 99.64% | 99.64% |
19/11/2024 | 0.81% | 101.10 % | 101.90 % | 500,000 | 500,000 | 147,359 | 147,359 | 149,012 USD | 150,192 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 101.00 % | 102.00 % | 500,000 | 500,000 | 145,557 | 145,557 | 147,013 USD | 148,469 USD | 98.83% | 98.83% |
15/11/2024 | 0.81% | 101.10 % | 101.90 % | 500,000 | 500,000 | 146,389 | 146,389 | 148,043 USD | 149,216 USD | 99.72% | 99.72% |
14/11/2024 | 0.82% | 101.10 % | 101.90 % | 500,000 | 500,000 | 145,714 | 145,714 | 147,382 USD | 148,554 USD | 99.10% | 99.10% |
13/11/2024 | 1.02% | 101.00 % | 102.00 % | 500,000 | 500,000 | 144,846 | 144,846 | 146,294 USD | 147,750 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 101.00 % | 102.00 % | 500,000 | 500,000 | 144,826 | 144,826 | 146,274 USD | 147,729 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 101.10 % | 101.90 % | 500,000 | 500,000 | 144,849 | 144,849 | 146,443 USD | 147,608 USD | 100.00% | 100.00% |
08/11/2024 | 0.82% | 101.10 % | 101.90 % | 500,000 | 500,000 | 144,842 | 144,842 | 146,435 USD | 147,601 USD | 100.00% | 100.00% |
07/11/2024 | 1.02% | 101.00 % | 102.00 % | 500,000 | 500,000 | 144,834 | 144,834 | 146,282 USD | 147,737 USD | 100.00% | 100.00% |