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 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 143,694 | 143,694 | 144,854 USD | 146,004 USD | 97.95% | 97.95% |
19/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 148,244 | 148,244 | 149,276 USD | 150,759 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 100.70 % | 101.70 % | 500,000 | 500,000 | 147,599 | 147,599 | 148,634 USD | 150,113 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.80 % | 101.60 % | 500,000 | 500,000 | 147,594 | 147,594 | 148,858 USD | 150,043 USD | 100.00% | 100.00% |
14/11/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 148,197 | 148,197 | 150,502 USD | 151,687 USD | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 148,201 | 148,201 | 150,073 USD | 151,555 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,276 | 148,276 | 149,845 USD | 151,327 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 147,849 | 147,849 | 150,337 USD | 151,522 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,240 | 148,240 | 149,788 USD | 150,973 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,948 | 148,948 | 150,519 USD | 152,008 USD | 99.24% | 99.24% |