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 | 0.78% | 103.50 % | 104.30 % | 500,000 | 500,000 | 142,621 | 142,621 | 147,756 USD | 148,898 USD | 97.73% | 97.73% |
19/11/2024 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 147,040 | 147,040 | 152,274 USD | 153,744 USD | 99.67% | 99.67% |
18/11/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 148,300 | 148,300 | 153,487 USD | 154,970 USD | 100.00% | 100.00% |
15/11/2024 | 0.78% | 103.60 % | 104.40 % | 500,000 | 500,000 | 147,371 | 147,371 | 152,790 USD | 153,972 USD | 100.00% | 100.00% |
14/11/2024 | 0.79% | 104.00 % | 104.80 % | 500,000 | 500,000 | 124,451 | 124,451 | 129,496 USD | 130,500 USD | 94.09% | 94.09% |
13/11/2024 | 0.96% | 104.00 % | 105.00 % | 500,000 | 500,000 | 148,138 | 148,138 | 154,025 USD | 155,507 USD | 100.00% | 100.00% |
12/11/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 148,209 | 148,209 | 153,942 USD | 155,424 USD | 100.00% | 100.00% |
11/11/2024 | 0.77% | 104.10 % | 104.90 % | 500,000 | 500,000 | 148,121 | 148,121 | 154,197 USD | 155,382 USD | 100.00% | 100.00% |
08/11/2024 | 0.77% | 104.10 % | 104.90 % | 500,000 | 500,000 | 148,288 | 148,288 | 154,380 USD | 155,566 USD | 100.00% | 100.00% |
07/11/2024 | 0.96% | 104.00 % | 105.00 % | 500,000 | 500,000 | 149,453 | 149,453 | 155,291 USD | 156,786 USD | 98.58% | 98.58% |