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 | 0.82% | 104.60 % | 105.40 % | 500,000 | 500,000 | 141,162 | 141,162 | 147,717 USD | 148,850 USD | 97.72% | 97.72% |
19/11/2024 | 0.96% | 104.60 % | 105.60 % | 500,000 | 500,000 | 146,753 | 146,753 | 153,363 USD | 154,831 USD | 99.67% | 99.67% |
18/11/2024 | 0.98% | 104.40 % | 105.40 % | 500,000 | 500,000 | 146,647 | 146,647 | 152,971 USD | 154,445 USD | 100.00% | 100.00% |
15/11/2024 | 0.76% | 104.30 % | 105.10 % | 500,000 | 500,000 | 148,189 | 148,189 | 154,681 USD | 155,866 USD | 100.00% | 100.00% |
14/11/2024 | 0.78% | 104.60 % | 105.40 % | 500,000 | 500,000 | 124,982 | 124,982 | 130,772 USD | 131,777 USD | 94.09% | 94.09% |
13/11/2024 | 0.96% | 104.70 % | 105.70 % | 500,000 | 500,000 | 147,673 | 147,673 | 154,466 USD | 155,945 USD | 100.00% | 100.00% |
12/11/2024 | 0.95% | 104.50 % | 105.50 % | 500,000 | 500,000 | 148,321 | 148,321 | 154,955 USD | 156,438 USD | 100.00% | 100.00% |
11/11/2024 | 0.76% | 104.70 % | 105.50 % | 500,000 | 500,000 | 148,342 | 148,342 | 155,194 USD | 156,380 USD | 100.00% | 100.00% |
08/11/2024 | 0.77% | 104.50 % | 105.30 % | 500,000 | 500,000 | 147,959 | 147,959 | 154,629 USD | 155,813 USD | 100.00% | 100.00% |
07/11/2024 | 0.96% | 104.30 % | 105.30 % | 500,000 | 500,000 | 148,931 | 148,931 | 155,174 USD | 156,663 USD | 99.23% | 99.23% |