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% | 100.80 % | 101.30 % | 500,000 | 500,000 | 146,757 | 146,757 | 147,931 USD | 148,666 USD | 99.01% | 99.01% |
19/11/2024 | 1.15% | 100.80 % | 101.30 % | 500,000 | 500,000 | 130,628 | 130,628 | 131,671 USD | 132,489 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,451 | 145,451 | 146,611 USD | 147,345 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,901 | 144,901 | 146,204 USD | 146,930 USD | 98.23% | 98.23% |
14/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 145,717 | 145,717 | 147,028 USD | 147,760 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,456 | 144,456 | 145,900 USD | 146,627 USD | 100.00% | 100.00% |
12/11/2024 | 1.15% | 101.00 % | 101.50 % | 500,000 | 500,000 | 115,826 | 115,826 | 116,982 USD | 117,786 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,348 | 144,348 | 145,790 USD | 146,517 USD | 100.00% | 100.00% |
08/11/2024 | 0.60% | 101.00 % | 101.50 % | 500,000 | 500,000 | 140,427 | 140,427 | 141,828 USD | 142,540 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,026 | 145,026 | 146,476 USD | 147,205 USD | 99.76% | 99.76% |