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 | 1.51% | 101.40 % | 102.20 % | 500,000 | 500,000 | 144,559 | 144,559 | 146,583 USD | 148,111 USD | 97.20% | 97.20% |
19/11/2024 | 1.69% | 101.30 % | 102.30 % | 500,000 | 500,000 | 148,843 | 148,843 | 150,778 USD | 152,632 USD | 99.29% | 99.29% |
18/11/2024 | 1.70% | 101.30 % | 102.30 % | 500,000 | 500,000 | 148,259 | 148,259 | 150,186 USD | 152,036 USD | 100.00% | 100.00% |
15/11/2024 | 1.50% | 101.40 % | 102.20 % | 500,000 | 500,000 | 148,296 | 148,296 | 150,372 USD | 151,925 USD | 100.00% | 100.00% |
14/11/2024 | 1.50% | 101.40 % | 102.20 % | 500,000 | 500,000 | 148,148 | 148,148 | 150,222 USD | 151,775 USD | 100.00% | 100.00% |
13/11/2024 | 1.70% | 101.20 % | 102.20 % | 500,000 | 500,000 | 148,170 | 148,170 | 149,948 USD | 151,797 USD | 100.00% | 100.00% |
12/11/2024 | 1.70% | 101.20 % | 102.20 % | 500,000 | 500,000 | 148,209 | 148,209 | 149,987 USD | 151,836 USD | 100.00% | 100.00% |
11/11/2024 | 1.50% | 101.30 % | 102.10 % | 500,000 | 500,000 | 148,215 | 148,215 | 150,142 USD | 151,695 USD | 100.00% | 100.00% |
08/11/2024 | 1.50% | 101.30 % | 102.10 % | 500,000 | 500,000 | 148,141 | 148,141 | 150,067 USD | 151,619 USD | 100.00% | 100.00% |
07/11/2024 | 1.70% | 101.20 % | 102.20 % | 500,000 | 500,000 | 149,568 | 149,568 | 151,363 USD | 153,225 USD | 98.49% | 98.49% |