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 | 0.85% | 100.80 % | 101.60 % | 500,000 | 500,000 | 141,030 | 141,030 | 142,162 USD | 143,293 USD | 98.58% | 98.58% |
19/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 147,933 | 147,933 | 148,983 USD | 150,463 USD | 100.00% | 100.00% |
18/11/2024 | 1.02% | 100.70 % | 101.70 % | 500,000 | 500,000 | 146,435 | 146,435 | 147,457 USD | 148,928 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 148,228 | 148,228 | 149,414 USD | 150,600 USD | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 148,148 | 148,148 | 149,333 USD | 150,519 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 100.70 % | 101.70 % | 500,000 | 500,000 | 147,711 | 147,711 | 148,735 USD | 150,214 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 148,171 | 148,171 | 149,060 USD | 150,542 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 148,304 | 148,304 | 149,342 USD | 150,529 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 148,022 | 148,022 | 148,981 USD | 150,166 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 148,887 | 148,887 | 149,631 USD | 151,120 USD | 99.24% | 99.24% |