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 | 0.77% | 104.80 % | 105.60 % | 500,000 | 500,000 | 142,994 | 142,994 | 149,952 USD | 151,096 USD | 98.59% | 98.59% |
19/11/2024 | 0.96% | 104.70 % | 105.70 % | 500,000 | 500,000 | 147,635 | 147,635 | 154,565 USD | 156,044 USD | 100.00% | 100.00% |
18/11/2024 | 0.96% | 104.50 % | 105.50 % | 500,000 | 500,000 | 147,552 | 147,552 | 154,072 USD | 155,550 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 104.40 % | 105.20 % | 500,000 | 500,000 | 146,294 | 146,294 | 152,812 USD | 153,991 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 104.50 % | 105.30 % | 500,000 | 500,000 | 145,774 | 145,774 | 152,315 USD | 153,492 USD | 100.00% | 100.00% |
13/11/2024 | 2.26% | 104.40 % | 105.40 % | 500,000 | 500,000 | 148,388 | 148,388 | 155,011 USD | 157,183 USD | 99.47% | 99.47% |
12/11/2024 | 1.62% | 104.30 % | 105.30 % | 500,000 | 500,000 | 143,503 | 143,503 | 149,724 USD | 151,451 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 104.60 % | 105.40 % | 500,000 | 500,000 | 147,090 | 147,090 | 153,992 USD | 155,174 USD | 100.00% | 100.00% |
08/11/2024 | 0.82% | 104.80 % | 105.60 % | 500,000 | 500,000 | 144,994 | 144,994 | 152,100 USD | 153,275 USD | 99.66% | 99.66% |
07/11/2024 | 0.96% | 105.10 % | 106.10 % | 500,000 | 500,000 | 147,817 | 147,817 | 155,289 USD | 156,771 USD | 97.89% | 97.89% |