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 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 146,176 | 146,176 | 147,199 USD | 147,931 USD | 99.64% | 99.64% |
19/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 147,326 | 147,326 | 148,358 USD | 149,097 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 146,839 | 146,839 | 148,013 USD | 148,748 USD | 99.78% | 99.78% |
15/11/2024 | 0.52% | 100.80 % | 101.30 % | 500,000 | 500,000 | 146,689 | 146,689 | 147,909 USD | 148,647 USD | 100.00% | 100.00% |
14/11/2024 | 0.52% | 100.90 % | 101.40 % | 500,000 | 500,000 | 145,015 | 145,015 | 146,318 USD | 147,050 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,809 | 144,809 | 146,112 USD | 146,840 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,835 | 144,835 | 146,138 USD | 146,866 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,722 | 144,722 | 146,038 USD | 146,765 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,685 | 144,685 | 146,021 USD | 146,748 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 146,082 | 146,082 | 147,497 USD | 148,231 USD | 98.58% | 98.58% |