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 | 0.88% | 94.30 % | 95.10 % | 500,000 | 500,000 | 142,322 | 142,322 | 136,200 USD | 137,347 USD | 96.90% | 96.90% |
19/11/2024 | 1.02% | 99.70 % | 100.70 % | 500,000 | 500,000 | 146,752 | 146,752 | 146,247 USD | 147,722 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,258 | 148,258 | 147,682 USD | 149,165 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,295 | 148,295 | 147,627 USD | 148,814 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 148,200 | 148,200 | 147,847 USD | 149,032 USD | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 148,230 | 148,230 | 151,012 USD | 152,494 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 102.00 % | 103.00 % | 500,000 | 500,000 | 148,321 | 148,321 | 151,135 USD | 152,618 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 148,345 | 148,345 | 151,085 USD | 152,272 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 148,159 | 148,159 | 150,528 USD | 151,713 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 148,837 | 148,837 | 150,854 USD | 152,343 USD | 99.23% | 99.23% |