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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.00% | 102.40 % | 103.40 % | 500,000 | 500,000 | 144,897 | 144,897 | 148,277 USD | 149,727 USD | 99.23% | 99.23% |
20/11/2024 | 0.80% | 102.30 % | 103.10 % | 500,000 | 500,000 | 146,839 | 146,839 | 150,216 USD | 151,392 USD | 99.00% | 99.00% |
19/11/2024 | 0.99% | 102.30 % | 103.30 % | 500,000 | 500,000 | 147,551 | 147,551 | 150,909 USD | 152,386 USD | 99.86% | 99.86% |
18/11/2024 | 0.99% | 102.20 % | 103.20 % | 500,000 | 500,000 | 147,866 | 147,866 | 151,198 USD | 152,678 USD | 98.43% | 98.43% |
15/11/2024 | 0.80% | 102.30 % | 103.10 % | 500,000 | 500,000 | 136,019 | 136,019 | 139,025 USD | 140,115 USD | 96.84% | 96.84% |
14/11/2024 | 0.81% | 102.30 % | 103.10 % | 500,000 | 500,000 | 145,587 | 145,587 | 148,972 USD | 150,144 USD | 99.10% | 99.10% |
13/11/2024 | 1.01% | 102.10 % | 103.10 % | 500,000 | 500,000 | 145,364 | 145,364 | 148,521 USD | 149,982 USD | 99.32% | 99.32% |
12/11/2024 | 2.89% | 102.20 % | 103.20 % | 500,000 | 500,000 | 122,167 | 122,167 | 124,834 USD | 126,275 USD | 99.40% | 99.40% |
11/11/2024 | 0.80% | 102.40 % | 103.20 % | 500,000 | 500,000 | 147,076 | 147,076 | 150,686 USD | 151,868 USD | 97.83% | 97.83% |
08/11/2024 | 0.83% | 102.10 % | 102.90 % | 500,000 | 500,000 | 143,759 | 143,759 | 146,876 USD | 148,038 USD | 100.00% | 100.00% |