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 | 0.81% | 99.70 % | 100.50 % | 500,000 | 500,000 | 142,051 | 142,051 | 141,688 USD | 142,825 USD | 98.37% | 98.37% |
19/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 146,920 | 146,920 | 146,358 USD | 147,828 USD | 99.67% | 99.67% |
18/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 146,993 | 146,993 | 146,552 USD | 148,022 USD | 99.06% | 99.06% |
15/11/2024 | 0.81% | 99.90 % | 100.70 % | 500,000 | 500,000 | 146,316 | 146,316 | 146,281 USD | 147,456 USD | 99.72% | 99.72% |
14/11/2024 | 0.82% | 100.00 % | 100.80 % | 500,000 | 500,000 | 124,301 | 124,301 | 124,408 USD | 125,411 USD | 94.09% | 94.09% |
13/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 148,137 | 148,137 | 147,994 USD | 149,475 USD | 100.00% | 100.00% |
12/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 148,211 | 148,211 | 148,061 USD | 149,543 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 148,120 | 148,120 | 148,120 USD | 149,306 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 148,160 | 148,160 | 148,160 USD | 149,345 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 100.20 % | 101.20 % | 500,000 | 500,000 | 148,688 | 148,688 | 148,948 USD | 150,435 USD | 99.35% | 99.35% |