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 | 1.01% | 101.20 % | 102.20 % | 500,000 | 500,000 | 146,754 | 146,754 | 148,515 USD | 149,984 USD | 99.01% | 99.01% |
19/11/2024 | 2.26% | 101.20 % | 102.20 % | 500,000 | 500,000 | 130,602 | 130,602 | 132,167 USD | 133,799 USD | 100.00% | 100.00% |
18/11/2024 | 0.83% | 101.30 % | 102.10 % | 500,000 | 500,000 | 145,444 | 145,444 | 147,332 USD | 148,503 USD | 99.77% | 99.77% |
15/11/2024 | 0.81% | 101.30 % | 102.10 % | 500,000 | 500,000 | 144,901 | 144,901 | 146,784 USD | 147,945 USD | 98.23% | 98.23% |
14/11/2024 | 1.02% | 101.20 % | 102.20 % | 500,000 | 500,000 | 145,716 | 145,716 | 147,465 USD | 148,929 USD | 99.10% | 99.10% |
13/11/2024 | 1.02% | 101.20 % | 102.20 % | 500,000 | 500,000 | 144,457 | 144,457 | 146,189 USD | 147,642 USD | 100.00% | 100.00% |
12/11/2024 | 2.07% | 101.20 % | 102.00 % | 500,000 | 500,000 | 115,826 | 115,826 | 117,242 USD | 118,615 USD | 100.00% | 100.00% |
11/11/2024 | 0.83% | 101.20 % | 102.00 % | 500,000 | 500,000 | 144,348 | 144,348 | 146,079 USD | 147,243 USD | 100.00% | 100.00% |
08/11/2024 | 1.11% | 101.10 % | 102.10 % | 500,000 | 500,000 | 140,427 | 140,427 | 141,968 USD | 143,387 USD | 100.00% | 100.00% |
07/11/2024 | 1.02% | 101.10 % | 102.10 % | 500,000 | 500,000 | 145,018 | 145,018 | 146,613 USD | 148,070 USD | 99.76% | 99.76% |