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 | 0.80% | 101.20 % | 102.00 % | 500,000 | 500,000 | 142,872 | 142,872 | 144,629 USD | 145,772 USD | 98.58% | 98.58% |
19/11/2024 | 1.00% | 101.10 % | 102.10 % | 500,000 | 500,000 | 147,066 | 147,066 | 148,681 USD | 150,157 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 101.10 % | 102.10 % | 500,000 | 500,000 | 145,396 | 145,396 | 146,900 USD | 148,360 USD | 99.06% | 99.06% |
15/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 147,924 | 147,924 | 149,699 USD | 150,883 USD | 98.91% | 98.91% |
14/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 148,343 | 148,343 | 150,262 USD | 151,449 USD | 100.00% | 100.00% |
13/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 147,820 | 147,820 | 149,445 USD | 150,925 USD | 100.00% | 100.00% |
12/11/2024 | 1.00% | 101.10 % | 102.10 % | 500,000 | 500,000 | 147,251 | 147,251 | 148,869 USD | 150,345 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.10 % | 101.90 % | 500,000 | 500,000 | 147,785 | 147,785 | 149,460 USD | 150,645 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.10 % | 101.90 % | 500,000 | 500,000 | 147,507 | 147,507 | 149,208 USD | 150,391 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 148,335 | 148,335 | 149,848 USD | 151,332 USD | 99.76% | 99.76% |