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 | 0.80% | 100.90 % | 101.70 % | 500,000 | 500,000 | 142,412 | 143,527 | 143,693 USD | 145,967 USD | 97.95% | 97.95% |
19/11/2024 | 1.00% | 100.90 % | 101.90 % | 500,000 | 500,000 | 147,231 | 147,231 | 148,552 USD | 150,029 USD | 99.86% | 99.86% |
18/11/2024 | 1.01% | 100.90 % | 101.90 % | 500,000 | 500,000 | 148,004 | 148,004 | 149,333 USD | 150,819 USD | 98.65% | 98.65% |
15/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 140,763 | 140,763 | 142,170 USD | 143,297 USD | 96.99% | 96.99% |
14/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 147,955 | 147,955 | 149,443 USD | 150,627 USD | 100.00% | 100.00% |
13/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 147,651 | 147,651 | 149,141 USD | 150,620 USD | 100.00% | 100.00% |
12/11/2024 | 1.04% | 101.00 % | 102.00 % | 500,000 | 500,000 | 144,593 | 144,593 | 146,041 USD | 147,502 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.10 % | 101.90 % | 500,000 | 500,000 | 147,722 | 147,722 | 149,346 USD | 150,530 USD | 99.14% | 99.14% |
08/11/2024 | 0.82% | 101.10 % | 101.90 % | 500,000 | 500,000 | 146,188 | 146,188 | 147,792 USD | 148,969 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 148,361 | 148,361 | 149,660 USD | 151,144 USD | 99.76% | 99.76% |