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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,690 USD | 499,345 USD | 99.35% | 99.35% |
24/09/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,605 USD | 498,803 USD | 99.35% | 99.35% |
23/09/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,173 USD | 497,086 USD | 99.35% | 99.35% |
20/09/2024 | 0.50% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,798 USD | 496,899 USD | 99.35% | 99.35% |
19/09/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,822 USD | 497,911 USD | 99.35% | 99.35% |
18/09/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,499 USD | 496,249 USD | 99.35% | 99.35% |
12/09/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,625 USD | 497,313 USD | 99.35% | 99.35% |
11/09/2024 | 0.50% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,508 USD | 496,754 USD | 99.35% | 99.35% |
10/09/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,369 USD | 497,184 USD | 99.35% | 99.35% |
09/09/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,871 USD | 496,935 USD | 99.35% | 99.35% |