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 | 0.81% | 100.30 % | 101.10 % | 500,000 | 500,000 | 147,020 | 147,020 | 147,573 USD | 148,750 USD | 99.01% | 99.01% |
19/11/2024 | 0.82% | 100.40 % | 101.20 % | 500,000 | 500,000 | 147,355 | 147,355 | 147,914 USD | 149,095 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 100.30 % | 101.30 % | 500,000 | 500,000 | 145,561 | 145,561 | 145,980 USD | 147,437 USD | 98.83% | 98.83% |
15/11/2024 | 0.81% | 100.40 % | 101.20 % | 500,000 | 500,000 | 146,379 | 146,379 | 147,028 USD | 148,200 USD | 99.72% | 99.72% |
14/11/2024 | 0.83% | 100.50 % | 101.30 % | 500,000 | 500,000 | 145,714 | 145,714 | 146,455 USD | 147,628 USD | 99.10% | 99.10% |
13/11/2024 | 1.02% | 100.30 % | 101.30 % | 500,000 | 500,000 | 144,845 | 144,845 | 145,311 USD | 146,767 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 100.40 % | 101.40 % | 500,000 | 500,000 | 144,825 | 144,825 | 145,351 USD | 146,806 USD | 100.00% | 100.00% |
11/11/2024 | 0.83% | 100.40 % | 101.20 % | 500,000 | 500,000 | 144,849 | 144,849 | 145,488 USD | 146,654 USD | 100.00% | 100.00% |
08/11/2024 | 0.83% | 100.40 % | 101.20 % | 500,000 | 500,000 | 144,842 | 144,842 | 145,454 USD | 146,620 USD | 100.00% | 100.00% |
07/11/2024 | 1.02% | 100.40 % | 101.40 % | 500,000 | 500,000 | 145,568 | 145,568 | 146,036 USD | 147,498 USD | 99.23% | 99.23% |