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% | 96.30 % | 97.10 % | 500,000 | 500,000 | 143,586 | 143,586 | 138,411 USD | 139,561 USD | 97.95% | 97.95% |
19/11/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 148,253 | 148,253 | 142,332 USD | 143,814 USD | 100.00% | 100.00% |
18/11/2024 | 1.04% | 96.10 % | 97.10 % | 500,000 | 500,000 | 148,200 | 148,200 | 141,908 USD | 143,390 USD | 100.00% | 100.00% |
15/11/2024 | 0.87% | 96.40 % | 97.20 % | 500,000 | 500,000 | 144,368 | 144,368 | 139,613 USD | 140,785 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 148,121 | 148,121 | 144,687 USD | 145,872 USD | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 147,936 | 147,936 | 144,117 USD | 145,598 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 148,318 | 148,318 | 144,424 USD | 145,907 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 148,215 | 148,215 | 144,545 USD | 145,730 USD | 100.00% | 100.00% |
08/11/2024 | 1.21% | 96.00 % | 96.80 % | 500,000 | 500,000 | 144,422 | 144,422 | 138,712 USD | 140,019 USD | 100.00% | 100.00% |
07/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 148,983 | 148,983 | 143,784 USD | 145,274 USD | 99.23% | 99.23% |