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 | 1.37% | 103.50 % | 104.30 % | 500,000 | 500,000 | 143,394 | 143,394 | 148,478 USD | 149,933 USD | 97.95% | 97.95% |
19/11/2024 | 1.54% | 103.50 % | 104.50 % | 500,000 | 500,000 | 148,108 | 148,108 | 153,277 USD | 155,062 USD | 100.00% | 100.00% |
18/11/2024 | 1.55% | 103.50 % | 104.50 % | 500,000 | 500,000 | 147,441 | 147,441 | 152,717 USD | 154,497 USD | 100.00% | 100.00% |
15/11/2024 | 2.61% | 103.90 % | 104.70 % | 500,000 | 500,000 | 146,122 | 146,122 | 151,707 USD | 153,810 USD | 100.00% | 100.00% |
14/11/2024 | 1.86% | 103.80 % | 104.60 % | 500,000 | 500,000 | 140,279 | 140,279 | 145,589 USD | 147,196 USD | 98.48% | 98.48% |
13/11/2024 | 2.02% | 102.90 % | 105.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,450 USD | 52,499 USD | 37.94% | 37.94% |
12/11/2024 | 0.99% | 102.70 % | 103.70 % | 500,000 | 500,000 | 148,001 | 148,001 | 152,056 USD | 153,546 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 148,124 | 148,124 | 152,390 USD | 153,575 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 148,160 | 148,160 | 152,111 USD | 153,296 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 149,363 | 149,363 | 153,218 USD | 154,712 USD | 98.58% | 98.58% |