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 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,500 USD | 504,250 USD | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,500 USD | 504,250 USD | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,510 USD | 504,254 USD | 99.38% | 99.38% |
15/11/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,830 USD | 504,415 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,950 USD | 504,477 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 USD | 504,500 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 USD | 504,500 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,090 USD | 504,546 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 USD | 504,500 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 USD | 504,500 USD | 98.78% | 98.78% |