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 | 0.52% | 101.40 % | 102.11 % | 350,000 | 350,000 | 132,773 | 132,773 | 134,890 USD | 135,617 USD | 99.42% | 99.42% |
19/11/2024 | 0.52% | 101.80 % | 102.30 % | 500,000 | 500,000 | 135,406 | 135,406 | 137,817 USD | 138,549 USD | 99.67% | 99.67% |
18/11/2024 | 0.50% | 101.60 % | 102.10 % | 500,000 | 500,000 | 146,882 | 146,882 | 149,162 USD | 149,897 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 101.40 % | 101.90 % | 500,000 | 500,000 | 147,475 | 147,475 | 149,702 USD | 150,440 USD | 100.00% | 100.00% |
14/11/2024 | 0.57% | 101.70 % | 102.20 % | 500,000 | 500,000 | 122,173 | 122,173 | 124,313 USD | 124,958 USD | 93.19% | 93.19% |
13/11/2024 | 0.68% | 101.90 % | 102.40 % | 500,000 | 500,000 | 144,849 | 144,849 | 147,607 USD | 148,421 USD | 100.00% | 100.00% |
12/11/2024 | 0.68% | 101.80 % | 102.30 % | 500,000 | 500,000 | 144,830 | 144,830 | 147,504 USD | 148,318 USD | 100.00% | 100.00% |
11/11/2024 | 0.67% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,852 | 144,852 | 147,719 USD | 148,532 USD | 100.00% | 100.00% |
08/11/2024 | 0.67% | 102.10 % | 102.60 % | 500,000 | 500,000 | 144,849 | 144,849 | 147,902 USD | 148,716 USD | 100.00% | 100.00% |
07/11/2024 | 0.68% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,851 | 144,851 | 147,634 USD | 148,449 USD | 100.00% | 100.00% |