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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.41% | 100.20 % | 100.60 % | 250,000 | 250,000 | 73,782 | 73,782 | 74,104 USD | 74,400 USD | 99.90% | 99.90% |
20/11/2024 | 0.40% | 100.00 % | 100.40 % | 250,000 | 250,000 | 73,193 | 73,193 | 73,615 USD | 73,908 USD | 99.64% | 99.64% |
19/11/2024 | 0.41% | 100.20 % | 100.60 % | 250,000 | 250,000 | 73,666 | 73,666 | 73,809 USD | 74,104 USD | 100.00% | 100.00% |
18/11/2024 | 0.40% | 101.20 % | 101.60 % | 250,000 | 250,000 | 72,771 | 72,771 | 73,522 USD | 73,813 USD | 98.83% | 98.83% |
15/11/2024 | 0.40% | 101.20 % | 101.60 % | 250,000 | 250,000 | 73,180 | 73,180 | 74,671 USD | 74,964 USD | 99.72% | 99.72% |
14/11/2024 | 0.40% | 103.50 % | 103.90 % | 250,000 | 250,000 | 72,849 | 72,849 | 75,481 USD | 75,774 USD | 99.10% | 99.10% |
13/11/2024 | 0.40% | 102.30 % | 102.70 % | 250,000 | 250,000 | 72,414 | 72,414 | 73,981 USD | 74,272 USD | 100.00% | 100.00% |
12/11/2024 | 0.41% | 102.00 % | 102.40 % | 250,000 | 250,000 | 72,403 | 72,403 | 73,631 USD | 73,922 USD | 100.00% | 100.00% |
11/11/2024 | 0.40% | 101.50 % | 101.90 % | 250,000 | 250,000 | 72,416 | 72,416 | 74,253 USD | 74,544 USD | 100.00% | 100.00% |
08/11/2024 | 0.40% | 103.10 % | 103.50 % | 250,000 | 250,000 | 72,411 | 72,411 | 74,909 USD | 75,200 USD | 100.00% | 100.00% |