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 | 0.52% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,582 | 145,582 | 146,711 USD | 147,441 USD | 99.64% | 99.64% |
19/11/2024 | 0.64% | 100.70 % | 101.20 % | 500,000 | 500,000 | 121,377 | 121,377 | 122,227 USD | 123,008 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 146,686 | 146,686 | 147,764 USD | 148,499 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 147,366 | 147,366 | 148,617 USD | 149,355 USD | 100.00% | 100.00% |
14/11/2024 | 0.83% | 100.90 % | 102.40 % | 250,000 | 250,000 | 91,197 | 91,197 | 92,018 USD | 93,059 USD | 98.28% | 98.28% |
13/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,844 | 144,844 | 146,148 USD | 146,876 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,614 | 144,614 | 146,010 USD | 146,738 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,963 | 144,963 | 146,326 USD | 147,054 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,558 | 144,558 | 146,002 USD | 146,730 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,512 | 145,512 | 146,968 USD | 147,699 USD | 99.24% | 99.24% |