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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/11/2024 | 0.78% | 103.30 % | 104.10 % | 500,000 | 500,000 | 145,567 | 145,567 | 150,370 USD | 151,535 USD | 99.36% | 99.36% |
25/11/2024 | 0.98% | 103.20 % | 104.20 % | 500,000 | 500,000 | 146,874 | 146,874 | 151,574 USD | 153,043 USD | 99.75% | 99.75% |
22/11/2024 | 0.97% | 103.10 % | 104.10 % | 500,000 | 500,000 | 146,193 | 146,193 | 150,682 USD | 152,144 USD | 99.49% | 99.49% |
20/11/2024 | 0.78% | 103.00 % | 103.80 % | 500,000 | 500,000 | 143,644 | 143,644 | 147,996 USD | 149,145 USD | 97.95% | 97.95% |
19/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 148,160 | 148,160 | 152,456 USD | 153,938 USD | 99.86% | 99.86% |
18/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 148,666 | 148,666 | 152,934 USD | 154,422 USD | 98.49% | 98.49% |
15/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 140,048 | 140,048 | 144,009 USD | 145,130 USD | 97.80% | 97.80% |
14/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 148,066 | 148,066 | 152,360 USD | 153,545 USD | 100.00% | 100.00% |
13/11/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 148,052 | 148,052 | 152,049 USD | 153,530 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 102.50 % | 103.50 % | 500,000 | 500,000 | 145,041 | 145,041 | 148,794 USD | 150,258 USD | 100.00% | 100.00% |