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 | 0.49% | 102.55 % | 103.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,460 USD | 515,228 USD | 97.24% | 97.24% |
19/11/2024 | 0.49% | 102.50 % | 103.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,970 USD | 514,983 USD | 99.37% | 99.37% |
18/11/2024 | 0.49% | 102.25 % | 102.75 % | 1,000,000 | 500,000 | 999,997 | 500,000 | 1,022,440 USD | 513,719 USD | 99.37% | 99.37% |
15/11/2024 | 0.49% | 102.50 % | 103.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,330 USD | 515,164 USD | 99.37% | 99.37% |
14/11/2024 | 0.49% | 102.60 % | 103.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,030 USD | 515,514 USD | 99.37% | 99.37% |
13/11/2024 | 0.49% | 102.70 % | 103.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,080 USD | 516,038 USD | 99.37% | 99.37% |
12/11/2024 | 0.49% | 102.70 % | 103.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,200 USD | 515,598 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.60 % | 103.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,440 USD | 515,719 USD | 99.38% | 99.38% |
08/11/2024 | 0.49% | 102.65 % | 103.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,440 USD | 515,722 USD | 99.38% | 99.38% |
07/11/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,890 USD | 515,943 USD | 98.96% | 98.96% |