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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.22% | 102.30 % | 103.30 % | 500,000 | 500,000 | 146,194 | 146,194 | 149,435 USD | 151,020 USD | 99.49% | 99.49% |
20/11/2024 | 1.05% | 102.10 % | 102.90 % | 500,000 | 500,000 | 143,655 | 143,655 | 146,746 USD | 148,030 USD | 97.95% | 97.95% |
19/11/2024 | 1.19% | 102.10 % | 103.10 % | 500,000 | 500,000 | 148,160 | 148,160 | 151,250 USD | 152,844 USD | 99.86% | 99.86% |
18/11/2024 | 1.22% | 102.00 % | 103.00 % | 500,000 | 500,000 | 148,669 | 148,669 | 151,635 USD | 153,245 USD | 98.49% | 98.49% |
15/11/2024 | 1.02% | 102.00 % | 102.80 % | 500,000 | 500,000 | 140,048 | 140,048 | 142,838 USD | 144,081 USD | 97.80% | 97.80% |
14/11/2024 | 1.00% | 102.00 % | 102.80 % | 500,000 | 500,000 | 148,048 | 148,048 | 151,009 USD | 152,303 USD | 100.00% | 100.00% |
13/11/2024 | 4.90% | 101.80 % | 102.80 % | 500,000 | 500,000 | 147,744 | 147,744 | 150,398 USD | 153,940 USD | 100.00% | 100.00% |
12/11/2024 | 2.87% | 101.70 % | 102.70 % | 500,000 | 500,000 | 144,803 | 144,803 | 147,265 USD | 149,635 USD | 99.95% | 99.95% |
11/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 149,178 | 149,178 | 152,012 USD | 153,206 USD | 98.20% | 98.20% |
08/11/2024 | 0.81% | 101.70 % | 102.50 % | 500,000 | 500,000 | 146,567 | 146,567 | 149,019 USD | 150,198 USD | 100.00% | 100.00% |