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 | 0.86% | 99.60 % | 100.40 % | 500,000 | 500,000 | 143,799 | 143,799 | 143,280 USD | 144,463 USD | 97.95% | 97.95% |
19/11/2024 | 1.07% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,135 | 148,135 | 147,118 USD | 148,632 USD | 100.00% | 100.00% |
18/11/2024 | 1.07% | 99.60 % | 100.60 % | 500,000 | 500,000 | 148,269 | 148,269 | 147,536 USD | 149,052 USD | 100.00% | 100.00% |
15/11/2024 | 0.86% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,295 | 148,295 | 148,046 USD | 149,265 USD | 100.00% | 100.00% |
14/11/2024 | 0.86% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,343 | 148,343 | 148,629 USD | 149,848 USD | 100.00% | 100.00% |
13/11/2024 | 4.10% | 99.80 % | 100.80 % | 500,000 | 500,000 | 147,582 | 147,582 | 147,364 USD | 150,437 USD | 99.82% | 99.82% |
12/11/2024 | 2.83% | 100.00 % | 101.00 % | 500,000 | 500,000 | 147,421 | 147,421 | 147,361 USD | 149,780 USD | 99.75% | 99.75% |
11/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,215 | 148,215 | 148,557 USD | 149,742 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 148,159 | 148,159 | 148,299 USD | 149,485 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 148,836 | 148,836 | 148,537 USD | 150,025 USD | 99.23% | 99.23% |