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 | 0.29% | 140.50 % | 140.90 % | 250,000 | 250,000 | 73,096 | 73,096 | 102,876 USD | 103,169 USD | 99.64% | 99.64% |
19/11/2024 | 0.29% | 141.40 % | 141.80 % | 250,000 | 250,000 | 73,768 | 73,768 | 104,051 USD | 104,346 USD | 99.86% | 99.86% |
18/11/2024 | 0.29% | 141.10 % | 141.50 % | 250,000 | 250,000 | 73,919 | 73,919 | 104,402 USD | 104,699 USD | 98.43% | 98.43% |
15/11/2024 | 0.30% | 139.90 % | 140.30 % | 250,000 | 250,000 | 67,996 | 67,996 | 94,922 USD | 95,194 USD | 96.83% | 96.83% |
14/11/2024 | 0.30% | 140.10 % | 140.50 % | 250,000 | 250,000 | 72,782 | 72,782 | 102,086 USD | 102,378 USD | 99.10% | 99.10% |
13/11/2024 | 0.29% | 140.50 % | 140.90 % | 250,000 | 250,000 | 72,671 | 72,671 | 102,321 USD | 102,614 USD | 99.32% | 99.32% |
12/11/2024 | 0.90% | 140.40 % | 140.80 % | 250,000 | 250,000 | 60,914 | 60,914 | 85,564 USD | 85,856 USD | 99.40% | 99.40% |
11/11/2024 | 0.29% | 141.50 % | 141.90 % | 250,000 | 250,000 | 73,022 | 73,022 | 103,297 USD | 103,590 USD | 97.55% | 97.55% |
08/11/2024 | 0.32% | 138.80 % | 139.20 % | 250,000 | 250,000 | 71,716 | 71,716 | 99,406 USD | 99,699 USD | 100.00% | 100.00% |
07/11/2024 | 0.31% | 137.40 % | 137.80 % | 250,000 | 250,000 | 72,378 | 72,378 | 98,665 USD | 98,956 USD | 100.00% | 100.00% |