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 | 1.00% | 102.30 % | 103.30 % | 500,000 | 500,000 | 146,756 | 146,756 | 150,131 USD | 151,600 USD | 99.01% | 99.01% |
19/11/2024 | 2.24% | 102.30 % | 103.30 % | 500,000 | 500,000 | 130,628 | 130,628 | 133,630 USD | 135,262 USD | 100.00% | 100.00% |
18/11/2024 | 0.82% | 102.40 % | 103.20 % | 500,000 | 500,000 | 145,448 | 145,448 | 148,936 USD | 150,106 USD | 99.77% | 99.77% |
15/11/2024 | 0.80% | 102.30 % | 103.10 % | 500,000 | 500,000 | 144,899 | 144,899 | 148,231 USD | 149,392 USD | 98.23% | 98.23% |
14/11/2024 | 1.01% | 102.20 % | 103.20 % | 500,000 | 500,000 | 145,716 | 145,716 | 148,922 USD | 150,386 USD | 99.10% | 99.10% |
13/11/2024 | 1.01% | 102.20 % | 103.20 % | 500,000 | 500,000 | 144,456 | 144,456 | 147,633 USD | 149,086 USD | 100.00% | 100.00% |
12/11/2024 | 2.05% | 102.30 % | 103.10 % | 500,000 | 500,000 | 115,825 | 115,825 | 118,487 USD | 119,860 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 102.30 % | 103.10 % | 500,000 | 500,000 | 144,347 | 144,347 | 147,666 USD | 148,830 USD | 100.00% | 100.00% |
08/11/2024 | 1.10% | 102.20 % | 103.20 % | 500,000 | 500,000 | 140,427 | 140,427 | 143,513 USD | 144,931 USD | 100.00% | 100.00% |
07/11/2024 | 1.01% | 102.10 % | 103.10 % | 500,000 | 500,000 | 145,025 | 145,025 | 148,071 USD | 149,528 USD | 99.76% | 99.76% |