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% | 99.60 % | 100.10 % | 500,000 | 500,000 | 146,405 | 146,405 | 145,892 USD | 146,625 USD | 99.64% | 99.64% |
19/11/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 147,357 | 147,357 | 147,062 USD | 147,520 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,563 | 145,563 | 145,120 USD | 145,849 USD | 98.83% | 98.83% |
15/11/2024 | 0.51% | 99.70 % | 100.20 % | 500,000 | 500,000 | 146,390 | 146,390 | 145,950 USD | 146,683 USD | 99.72% | 99.72% |
14/11/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,713 | 145,713 | 145,365 USD | 146,097 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 144,846 | 144,846 | 144,418 USD | 145,146 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,825 | 144,825 | 144,416 USD | 145,144 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 144,849 | 144,849 | 144,475 USD | 145,203 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,844 | 144,844 | 144,521 USD | 145,249 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,566 | 145,566 | 145,208 USD | 145,939 USD | 99.23% | 99.23% |