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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 146,752 | 146,752 | 148,660 USD | 149,394 USD | 99.01% | 99.01% |
19/11/2024 | 1.15% | 101.30 % | 101.80 % | 500,000 | 500,000 | 130,627 | 130,627 | 132,323 USD | 133,142 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,443 | 145,443 | 147,331 USD | 148,065 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,899 | 144,899 | 146,927 USD | 147,653 USD | 98.23% | 98.23% |
14/11/2024 | 0.51% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,718 | 145,718 | 147,758 USD | 148,491 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,456 | 144,456 | 146,622 USD | 147,350 USD | 100.00% | 100.00% |
12/11/2024 | 1.14% | 101.50 % | 102.00 % | 500,000 | 500,000 | 115,826 | 115,826 | 117,561 USD | 118,365 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,348 | 144,348 | 146,512 USD | 147,239 USD | 100.00% | 100.00% |
08/11/2024 | 0.60% | 101.50 % | 102.00 % | 500,000 | 500,000 | 140,427 | 140,427 | 142,530 USD | 143,243 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,027 | 145,027 | 147,203 USD | 147,932 USD | 99.76% | 99.76% |