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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 148,053 | 148,053 | 146,498 USD | 147,980 USD | 100.00% | 100.00% |
22/11/2024 | 1.01% | 99.30 % | 100.30 % | 500,000 | 500,000 | 148,260 | 148,260 | 147,051 USD | 148,534 USD | 100.00% | 100.00% |
20/11/2024 | 0.82% | 98.50 % | 99.31 % | 500,000 | 500,000 | 143,088 | 143,088 | 141,044 USD | 142,202 USD | 98.58% | 98.58% |
19/11/2024 | 1.06% | 97.40 % | 98.40 % | 500,000 | 500,000 | 145,625 | 145,625 | 141,663 USD | 143,131 USD | 100.00% | 100.00% |
18/11/2024 | 1.11% | 96.60 % | 97.60 % | 500,000 | 500,000 | 141,869 | 141,869 | 137,131 USD | 138,578 USD | 100.00% | 100.00% |
15/11/2024 | 0.83% | 97.50 % | 98.31 % | 500,000 | 500,000 | 147,758 | 147,758 | 144,252 USD | 145,452 USD | 99.90% | 99.90% |
14/11/2024 | 0.82% | 98.40 % | 99.21 % | 500,000 | 500,000 | 148,142 | 148,142 | 145,726 USD | 146,926 USD | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 147,706 | 147,706 | 144,176 USD | 145,655 USD | 100.00% | 100.00% |
12/11/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 148,275 | 148,275 | 145,442 USD | 146,924 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 98.40 % | 99.21 % | 500,000 | 500,000 | 148,347 | 148,347 | 146,248 USD | 147,450 USD | 100.00% | 100.00% |