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 | 1.40% | 98.60 % | 99.40 % | 500,000 | 500,000 | 139,258 | 139,258 | 137,454 USD | 138,782 USD | 97.94% | 97.94% |
19/11/2024 | 1.49% | 98.80 % | 99.80 % | 500,000 | 500,000 | 147,583 | 147,583 | 145,616 USD | 147,328 USD | 100.00% | 100.00% |
18/11/2024 | 1.48% | 99.20 % | 100.20 % | 500,000 | 500,000 | 147,508 | 147,508 | 146,524 USD | 148,235 USD | 100.00% | 100.00% |
15/11/2024 | 1.29% | 99.20 % | 100.00 % | 500,000 | 500,000 | 146,891 | 146,891 | 145,809 USD | 147,221 USD | 100.00% | 100.00% |
14/11/2024 | 1.26% | 99.80 % | 100.60 % | 500,000 | 500,000 | 148,202 | 148,202 | 147,998 USD | 149,420 USD | 100.00% | 100.00% |
13/11/2024 | 1.46% | 100.00 % | 101.00 % | 500,000 | 500,000 | 148,211 | 148,211 | 148,147 USD | 149,865 USD | 100.00% | 100.00% |
12/11/2024 | 1.46% | 100.30 % | 101.30 % | 500,000 | 500,000 | 148,271 | 148,271 | 148,797 USD | 150,515 USD | 100.00% | 100.00% |
11/11/2024 | 1.26% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,348 | 148,348 | 148,884 USD | 150,307 USD | 100.00% | 100.00% |
08/11/2024 | 2.47% | 99.90 % | 100.70 % | 500,000 | 500,000 | 148,160 | 148,160 | 148,029 USD | 150,065 USD | 100.00% | 100.00% |
07/11/2024 | 2.66% | 100.00 % | 101.00 % | 500,000 | 500,000 | 148,935 | 148,935 | 148,890 USD | 151,230 USD | 99.23% | 99.23% |