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 | 0.83% | 97.00 % | 97.81 % | 500,000 | 500,000 | 143,561 | 143,561 | 139,364 USD | 140,527 USD | 97.95% | 97.95% |
19/11/2024 | 1.04% | 97.20 % | 98.20 % | 500,000 | 500,000 | 146,906 | 146,906 | 142,862 USD | 144,336 USD | 100.00% | 100.00% |
18/11/2024 | 1.03% | 96.80 % | 97.80 % | 500,000 | 500,000 | 148,200 | 148,200 | 142,848 USD | 144,330 USD | 100.00% | 100.00% |
15/11/2024 | 0.89% | 96.90 % | 97.71 % | 500,000 | 500,000 | 143,334 | 143,334 | 139,268 USD | 140,451 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.90 % | 98.71 % | 500,000 | 500,000 | 148,307 | 148,307 | 145,249 USD | 146,451 USD | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 147,932 | 147,932 | 144,195 USD | 145,675 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 148,328 | 148,328 | 144,285 USD | 145,768 USD | 100.00% | 100.00% |
11/11/2024 | 0.83% | 97.90 % | 98.71 % | 500,000 | 500,000 | 148,052 | 148,052 | 144,539 USD | 145,739 USD | 100.00% | 100.00% |
08/11/2024 | 0.89% | 96.30 % | 97.11 % | 500,000 | 500,000 | 144,418 | 144,418 | 138,969 USD | 140,156 USD | 100.00% | 100.00% |
07/11/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 148,985 | 148,985 | 143,697 USD | 145,187 USD | 99.23% | 99.23% |