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 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,685 USD | 501,185 USD | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,519 USD | 499,019 USD | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,222 USD | 501,722 USD | 99.17% | 99.17% |
15/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,693 USD | 503,193 USD | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,158 USD | 506,658 USD | 99.12% | 99.12% |
13/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,410 USD | 504,910 USD | 99.17% | 99.17% |
12/11/2024 | 0.49% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,494 USD | 508,994 USD | 99.17% | 99.17% |
11/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,636 USD | 515,136 USD | 99.17% | 99.17% |
08/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,494 USD | 512,994 USD | 99.17% | 99.17% |
07/11/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,769 USD | 517,269 USD | 98.42% | 98.42% |