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% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,220 USD | 503,111 USD | 97.30% | 97.30% |
19/11/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,758 USD | 502,379 USD | 97.30% | 97.30% |
18/11/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,720 USD | 503,361 USD | 99.37% | 99.37% |
15/11/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,070 USD | 503,536 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,080 USD | 504,038 USD | 99.37% | 99.37% |
13/11/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,900 USD | 503,452 USD | 97.35% | 97.35% |
12/11/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,510 USD | 502,757 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,060 USD | 503,028 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 999,986 | 500,000 | 998,932 USD | 501,973 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,560 USD | 501,780 USD | 98.96% | 98.96% |