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 | 0.85% | 102.40 % | 103.20 % | 500,000 | 500,000 | 141,368 | 141,368 | 144,759 USD | 145,894 USD | 97.95% | 97.95% |
19/11/2024 | 0.98% | 102.30 % | 103.30 % | 500,000 | 500,000 | 147,986 | 147,986 | 151,386 USD | 152,867 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 102.30 % | 103.30 % | 500,000 | 500,000 | 146,526 | 146,526 | 149,893 USD | 151,365 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 102.30 % | 103.10 % | 500,000 | 500,000 | 147,334 | 147,334 | 150,771 USD | 151,953 USD | 100.00% | 100.00% |
14/11/2024 | 0.79% | 102.40 % | 103.20 % | 500,000 | 500,000 | 147,456 | 147,456 | 150,993 USD | 152,176 USD | 100.00% | 100.00% |
13/11/2024 | 0.98% | 102.20 % | 103.20 % | 500,000 | 500,000 | 147,679 | 147,679 | 150,927 USD | 152,406 USD | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 148,319 | 148,319 | 151,582 USD | 153,065 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 148,183 | 148,183 | 151,591 USD | 152,777 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 148,022 | 148,022 | 151,426 USD | 152,611 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 102.20 % | 103.20 % | 500,000 | 500,000 | 149,409 | 149,409 | 152,656 USD | 154,151 USD | 98.58% | 98.58% |