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 | 0.53% | 100.30 % | 101.01 % | 350,000 | 350,000 | 132,774 | 132,774 | 133,275 USD | 134,002 USD | 99.43% | 99.43% |
19/11/2024 | 0.53% | 100.40 % | 100.90 % | 500,000 | 500,000 | 135,408 | 135,408 | 135,952 USD | 136,684 USD | 99.67% | 99.67% |
18/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 146,883 | 146,883 | 147,482 USD | 148,217 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 147,475 | 147,475 | 148,108 USD | 148,846 USD | 100.00% | 100.00% |
14/11/2024 | 0.58% | 100.40 % | 100.90 % | 500,000 | 500,000 | 122,164 | 122,164 | 122,719 USD | 123,364 USD | 93.19% | 93.19% |
13/11/2024 | 0.69% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,849 | 144,849 | 145,573 USD | 146,387 USD | 100.00% | 100.00% |
12/11/2024 | 0.69% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,829 | 144,829 | 145,553 USD | 146,367 USD | 100.00% | 100.00% |
11/11/2024 | 0.68% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,852 | 144,852 | 145,576 USD | 146,389 USD | 100.00% | 100.00% |
08/11/2024 | 0.69% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,848 | 144,848 | 145,573 USD | 146,387 USD | 100.00% | 100.00% |
07/11/2024 | 0.69% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,582 | 145,582 | 146,309 USD | 147,128 USD | 99.24% | 99.24% |