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% | 99.80 % | 100.60 % | 500,000 | 500,000 | 142,813 | 142,813 | 142,540 USD | 143,683 USD | 97.73% | 97.73% |
19/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 147,048 | 147,048 | 146,611 USD | 148,082 USD | 99.67% | 99.67% |
18/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,298 | 148,298 | 147,852 USD | 149,335 USD | 100.00% | 100.00% |
15/11/2024 | 0.81% | 99.80 % | 100.60 % | 500,000 | 500,000 | 147,370 | 147,370 | 147,242 USD | 148,425 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 100.20 % | 101.00 % | 500,000 | 500,000 | 124,228 | 124,228 | 124,527 USD | 125,529 USD | 94.09% | 94.09% |
13/11/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 148,137 | 148,137 | 151,555 USD | 153,036 USD | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 148,211 | 148,211 | 151,522 USD | 153,004 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 148,120 | 148,120 | 151,487 USD | 152,672 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 148,160 | 148,160 | 151,437 USD | 152,622 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 102.20 % | 103.20 % | 500,000 | 500,000 | 149,453 | 149,453 | 152,675 USD | 154,170 USD | 98.58% | 98.58% |