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 | 0.36% | 113.10 % | 113.50 % | 250,000 | 250,000 | 73,104 | 73,104 | 82,808 USD | 83,101 USD | 99.64% | 99.64% |
19/11/2024 | 0.37% | 113.60 % | 114.00 % | 250,000 | 250,000 | 72,929 | 72,929 | 82,732 USD | 83,028 USD | 100.00% | 100.00% |
18/11/2024 | 0.36% | 113.50 % | 113.90 % | 250,000 | 250,000 | 73,404 | 73,404 | 83,165 USD | 83,459 USD | 99.77% | 99.77% |
15/11/2024 | 0.36% | 113.10 % | 113.50 % | 250,000 | 250,000 | 72,117 | 72,117 | 81,606 USD | 81,894 USD | 99.04% | 99.04% |
14/11/2024 | 0.36% | 113.40 % | 113.80 % | 250,000 | 250,000 | 72,849 | 72,849 | 82,518 USD | 82,811 USD | 99.10% | 99.10% |
13/11/2024 | 0.37% | 113.00 % | 113.40 % | 250,000 | 250,000 | 72,412 | 72,412 | 81,791 USD | 82,082 USD | 100.00% | 100.00% |
12/11/2024 | 0.37% | 113.10 % | 113.50 % | 250,000 | 250,000 | 72,404 | 72,404 | 81,794 USD | 82,085 USD | 100.00% | 100.00% |
11/11/2024 | 0.36% | 112.80 % | 113.20 % | 250,000 | 250,000 | 72,464 | 72,464 | 81,850 USD | 82,141 USD | 99.87% | 99.87% |
08/11/2024 | 0.36% | 113.30 % | 113.70 % | 250,000 | 250,000 | 72,410 | 72,410 | 82,071 USD | 82,362 USD | 100.00% | 100.00% |
07/11/2024 | 0.37% | 113.10 % | 113.50 % | 250,000 | 250,000 | 72,410 | 72,410 | 81,760 USD | 82,051 USD | 100.00% | 100.00% |