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% | 102.10 % | 102.91 % | 500,000 | 500,000 | 141,559 | 141,559 | 144,530 USD | 145,680 USD | 97.95% | 97.95% |
19/11/2024 | 0.98% | 102.00 % | 103.00 % | 500,000 | 500,000 | 147,984 | 147,984 | 150,943 USD | 152,424 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 102.00 % | 103.00 % | 500,000 | 500,000 | 146,436 | 146,436 | 149,361 USD | 150,833 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.10 % | 102.91 % | 500,000 | 500,000 | 147,323 | 147,323 | 150,415 USD | 151,612 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.10 % | 102.91 % | 500,000 | 500,000 | 147,452 | 147,452 | 150,547 USD | 151,745 USD | 100.00% | 100.00% |
13/11/2024 | 0.99% | 101.90 % | 102.90 % | 500,000 | 500,000 | 147,650 | 147,650 | 150,454 USD | 151,933 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 148,328 | 148,328 | 151,146 USD | 152,629 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 500,000 | 148,218 | 148,218 | 151,182 USD | 152,383 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 500,000 | 147,957 | 147,957 | 150,916 USD | 152,115 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 149,425 | 149,425 | 152,264 USD | 153,758 USD | 98.58% | 98.58% |