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% | 99.00 % | 99.80 % | 500,000 | 500,000 | 142,851 | 142,851 | 141,596 USD | 142,739 USD | 98.58% | 98.58% |
19/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 147,770 | 147,770 | 147,186 USD | 148,665 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 148,298 | 148,298 | 148,953 USD | 150,436 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.20 % | 102.00 % | 500,000 | 500,000 | 147,389 | 147,389 | 149,076 USD | 150,259 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.80 % | 101.60 % | 500,000 | 500,000 | 147,474 | 147,474 | 148,458 USD | 149,641 USD | 100.00% | 100.00% |
13/11/2024 | 3.39% | 99.30 % | 100.30 % | 500,000 | 500,000 | 147,933 | 147,933 | 146,814 USD | 149,513 USD | 100.00% | 100.00% |
12/11/2024 | 2.12% | 99.00 % | 100.00 % | 500,000 | 500,000 | 147,983 | 147,983 | 146,798 USD | 148,847 USD | 100.00% | 100.00% |
11/11/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 148,124 | 148,124 | 146,997 USD | 148,183 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 148,160 | 148,160 | 147,591 USD | 148,776 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 100.20 % | 101.20 % | 500,000 | 500,000 | 149,413 | 149,413 | 149,740 USD | 151,234 USD | 98.58% | 98.58% |