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 | 0.82% | 100.80 % | 101.60 % | 500,000 | 500,000 | 141,679 | 141,679 | 142,916 USD | 144,051 USD | 97.73% | 97.73% |
19/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 146,884 | 146,884 | 148,049 USD | 149,519 USD | 99.67% | 99.67% |
18/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 146,747 | 146,747 | 148,192 USD | 149,660 USD | 99.06% | 99.06% |
15/11/2024 | 0.80% | 100.90 % | 101.70 % | 500,000 | 500,000 | 146,369 | 146,369 | 147,697 USD | 148,872 USD | 99.72% | 99.72% |
14/11/2024 | 0.81% | 101.30 % | 102.10 % | 500,000 | 500,000 | 125,193 | 125,193 | 126,817 USD | 127,826 USD | 93.27% | 93.27% |
13/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,197 | 148,197 | 149,679 USD | 151,161 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 147,842 | 147,842 | 149,331 USD | 150,811 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 148,112 | 148,112 | 149,741 USD | 150,926 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,007 | 148,007 | 149,481 USD | 150,666 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 149,476 | 149,476 | 151,525 USD | 153,021 USD | 98.58% | 98.58% |