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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,933 | 144,933 | 145,183 USD | 145,911 USD | 99.92% | 99.92% |
24/09/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,843 | 144,843 | 144,967 USD | 145,695 USD | 100.00% | 100.00% |
23/09/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,850 | 144,850 | 144,978 USD | 145,705 USD | 100.00% | 100.00% |
20/09/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,852 | 144,852 | 144,880 USD | 145,607 USD | 100.00% | 100.00% |
19/09/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 146,814 | 146,814 | 147,290 USD | 148,027 USD | 98.17% | 98.17% |
18/09/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,837 | 144,837 | 144,982 USD | 145,709 USD | 100.00% | 100.00% |
12/09/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,122 | 145,122 | 145,147 USD | 145,876 USD | 100.00% | 100.00% |
11/09/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,235 | 145,235 | 145,254 USD | 145,983 USD | 99.84% | 99.84% |
10/09/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,122 | 145,122 | 145,492 USD | 146,221 USD | 100.00% | 100.00% |
09/09/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,543 | 145,543 | 145,680 USD | 146,409 USD | 99.58% | 99.58% |