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 | 0.80% | 101.40 % | 102.20 % | 500,000 | 500,000 | 142,532 | 142,532 | 144,565 USD | 145,706 USD | 97.73% | 97.73% |
19/11/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 147,014 | 147,014 | 149,199 USD | 150,669 USD | 99.67% | 99.67% |
18/11/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 148,246 | 148,246 | 150,458 USD | 151,941 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.50 % | 102.30 % | 500,000 | 500,000 | 147,371 | 147,371 | 149,715 USD | 150,898 USD | 100.00% | 100.00% |
14/11/2024 | 0.81% | 101.70 % | 102.50 % | 500,000 | 500,000 | 124,451 | 124,451 | 126,563 USD | 127,567 USD | 94.09% | 94.09% |
13/11/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,197 | 148,197 | 150,596 USD | 152,079 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 148,209 | 148,209 | 150,581 USD | 152,063 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.70 % | 102.50 % | 500,000 | 500,000 | 148,183 | 148,183 | 150,702 USD | 151,888 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 148,288 | 148,288 | 150,931 USD | 152,118 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 149,460 | 149,460 | 151,966 USD | 153,461 USD | 98.58% | 98.58% |