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% | 101.50 % | 102.30 % | 500,000 | 500,000 | 143,569 | 143,569 | 145,852 USD | 147,001 USD | 97.95% | 97.95% |
19/11/2024 | 0.99% | 101.50 % | 102.50 % | 500,000 | 500,000 | 147,764 | 147,764 | 150,070 USD | 151,549 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 101.60 % | 102.60 % | 500,000 | 500,000 | 147,858 | 147,858 | 150,130 USD | 151,610 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 147,796 | 147,796 | 149,712 USD | 150,896 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 101.20 % | 102.00 % | 500,000 | 500,000 | 146,706 | 146,706 | 148,273 USD | 149,454 USD | 100.00% | 100.00% |
13/11/2024 | 2.33% | 101.20 % | 102.20 % | 500,000 | 500,000 | 148,697 | 148,697 | 150,544 USD | 152,725 USD | 99.47% | 99.47% |
12/11/2024 | 1.65% | 101.20 % | 102.20 % | 500,000 | 500,000 | 145,213 | 145,213 | 146,954 USD | 148,713 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 147,497 | 147,497 | 149,920 USD | 151,103 USD | 100.00% | 100.00% |
08/11/2024 | 0.81% | 101.80 % | 102.60 % | 500,000 | 500,000 | 146,627 | 146,627 | 149,255 USD | 150,435 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 148,535 | 148,535 | 151,114 USD | 152,600 USD | 97.89% | 97.89% |