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 | 0.31% | 135.60 % | 136.00 % | 250,000 | 250,000 | 73,060 | 73,060 | 99,155 USD | 99,448 USD | 99.64% | 99.64% |
19/11/2024 | 0.69% | 135.80 % | 136.20 % | 250,000 | 250,000 | 64,969 | 64,969 | 88,143 USD | 88,467 USD | 100.00% | 100.00% |
18/11/2024 | 0.33% | 135.10 % | 135.50 % | 250,000 | 250,000 | 72,689 | 72,689 | 98,036 USD | 98,331 USD | 99.77% | 99.77% |
15/11/2024 | 0.30% | 135.50 % | 135.90 % | 250,000 | 250,000 | 72,440 | 72,440 | 98,206 USD | 98,496 USD | 98.23% | 98.23% |
14/11/2024 | 0.30% | 135.80 % | 136.20 % | 250,000 | 250,000 | 72,850 | 72,850 | 98,926 USD | 99,219 USD | 99.10% | 99.10% |
13/11/2024 | 0.31% | 135.70 % | 136.10 % | 250,000 | 250,000 | 72,212 | 72,212 | 98,025 USD | 98,316 USD | 100.00% | 100.00% |
12/11/2024 | 0.69% | 135.70 % | 136.10 % | 250,000 | 250,000 | 57,584 | 57,584 | 78,153 USD | 78,472 USD | 100.00% | 100.00% |
11/11/2024 | 0.31% | 135.40 % | 135.80 % | 250,000 | 250,000 | 72,155 | 72,155 | 97,778 USD | 98,070 USD | 100.00% | 100.00% |
08/11/2024 | 0.40% | 135.70 % | 136.10 % | 250,000 | 250,000 | 70,149 | 70,149 | 95,162 USD | 95,448 USD | 100.00% | 100.00% |
07/11/2024 | 0.31% | 135.50 % | 135.90 % | 250,000 | 250,000 | 72,389 | 72,389 | 98,057 USD | 98,348 USD | 100.00% | 100.00% |