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 | 0.79% | 101.05 % | 101.85 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,575 USD | 101,850 USD | 26.70% | 26.70% |
19/11/2024 | 0.79% | 101.05 % | 101.85 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,575 USD | 101,850 USD | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.00 % | 101.80 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,500 USD | 101,800 USD | 69.60% | 69.60% |
15/11/2024 | 0.79% | 100.90 % | 101.70 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,350 USD | 101,700 USD | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.90 % | 101.70 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,350 USD | 101,700 USD | 100.00% | 100.00% |
13/11/2024 | 0.79% | 100.85 % | 101.65 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,275 USD | 101,650 USD | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.85 % | 101.65 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,275 USD | 101,650 USD | 65.54% | 65.54% |
11/11/2024 | 0.79% | 100.80 % | 101.60 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,200 USD | 101,600 USD | 61.44% | 61.44% |
08/11/2024 | 0.79% | 100.85 % | 101.65 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,275 USD | 101,650 USD | 65.54% | 65.54% |
07/11/2024 | 0.79% | 100.85 % | 101.65 % | 150,000 | 100,000 | 150,000 | 100,000 | 151,310 USD | 101,674 USD | 63.14% | 63.14% |