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 | 0.87% | 101.70 % | 102.50 % | 500,000 | 500,000 | 133,904 | 133,904 | 136,173 USD | 137,261 USD | 99.64% | 99.64% |
19/11/2024 | 1.00% | 101.60 % | 102.60 % | 500,000 | 500,000 | 147,387 | 147,387 | 149,745 USD | 151,220 USD | 100.00% | 100.00% |
18/11/2024 | 1.03% | 101.60 % | 102.60 % | 500,000 | 500,000 | 145,146 | 145,146 | 147,413 USD | 148,872 USD | 99.78% | 99.78% |
15/11/2024 | 0.80% | 101.60 % | 102.40 % | 500,000 | 500,000 | 147,352 | 147,352 | 149,710 USD | 150,889 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 101.60 % | 102.40 % | 500,000 | 500,000 | 145,651 | 145,651 | 147,981 USD | 149,154 USD | 99.10% | 99.10% |
13/11/2024 | 1.02% | 101.50 % | 102.50 % | 500,000 | 500,000 | 144,328 | 144,328 | 146,492 USD | 147,944 USD | 100.00% | 100.00% |
12/11/2024 | 1.01% | 101.50 % | 102.50 % | 500,000 | 500,000 | 144,830 | 144,830 | 147,003 USD | 148,458 USD | 100.00% | 100.00% |
11/11/2024 | 0.85% | 101.10 % | 102.92 % | 50,000 | 50,000 | 131,095 | 131,095 | 133,185 USD | 134,256 USD | 100.00% | 100.00% |
08/11/2024 | 0.82% | 101.50 % | 102.30 % | 500,000 | 500,000 | 144,638 | 144,638 | 146,807 USD | 147,972 USD | 100.00% | 100.00% |
07/11/2024 | 1.01% | 101.40 % | 102.40 % | 500,000 | 500,000 | 144,831 | 144,831 | 146,859 USD | 148,314 USD | 100.00% | 100.00% |