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 | 0.37% | 116.09 % | 116.72 % | 175,000 | 175,000 | 66,375 | 66,375 | 77,325 USD | 77,625 USD | 99.42% | 99.42% |
19/11/2024 | 0.37% | 116.70 % | 117.10 % | 250,000 | 250,000 | 67,694 | 67,694 | 78,735 USD | 79,027 USD | 99.67% | 99.67% |
18/11/2024 | 0.35% | 116.00 % | 116.40 % | 250,000 | 250,000 | 73,429 | 73,429 | 84,932 USD | 85,226 USD | 99.77% | 99.77% |
15/11/2024 | 0.35% | 115.20 % | 115.60 % | 250,000 | 250,000 | 73,728 | 73,728 | 85,342 USD | 85,637 USD | 100.00% | 100.00% |
14/11/2024 | 0.42% | 116.50 % | 116.90 % | 250,000 | 250,000 | 61,037 | 61,037 | 71,357 USD | 71,622 USD | 93.19% | 93.19% |
13/11/2024 | 0.57% | 117.20 % | 117.60 % | 250,000 | 250,000 | 72,416 | 72,416 | 84,971 USD | 85,324 USD | 100.00% | 100.00% |
12/11/2024 | 0.57% | 117.20 % | 117.60 % | 250,000 | 250,000 | 72,406 | 72,406 | 84,984 USD | 85,338 USD | 100.00% | 100.00% |
11/11/2024 | 0.57% | 117.40 % | 117.80 % | 250,000 | 250,000 | 72,417 | 72,417 | 84,963 USD | 85,316 USD | 100.00% | 100.00% |
08/11/2024 | 0.57% | 117.10 % | 117.50 % | 250,000 | 250,000 | 72,416 | 72,416 | 84,874 USD | 85,227 USD | 100.00% | 100.00% |
07/11/2024 | 0.57% | 117.10 % | 117.50 % | 250,000 | 250,000 | 72,417 | 72,417 | 84,545 USD | 84,899 USD | 100.00% | 100.00% |