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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.52% | 101.80 % | 102.30 % | 500,000 | 500,000 | 139,232 | 139,232 | 141,727 USD | 142,457 USD | 99.72% | 99.72% |
22/11/2024 | 0.50% | 101.90 % | 102.40 % | 500,000 | 500,000 | 147,415 | 147,415 | 150,216 USD | 150,953 USD | 99.90% | 99.90% |
20/11/2024 | 0.51% | 101.80 % | 102.30 % | 500,000 | 500,000 | 146,135 | 146,135 | 148,765 USD | 149,497 USD | 99.64% | 99.64% |
19/11/2024 | 1.14% | 101.80 % | 102.30 % | 500,000 | 500,000 | 130,630 | 130,630 | 132,926 USD | 133,744 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,441 | 145,441 | 147,944 USD | 148,678 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 101.90 % | 102.40 % | 500,000 | 500,000 | 144,896 | 144,896 | 147,703 USD | 148,429 USD | 98.23% | 98.23% |
14/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,718 | 145,718 | 148,632 USD | 149,364 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 102.10 % | 102.60 % | 500,000 | 500,000 | 144,458 | 144,458 | 147,491 USD | 148,218 USD | 100.00% | 100.00% |
12/11/2024 | 1.14% | 102.10 % | 102.60 % | 500,000 | 500,000 | 115,828 | 115,828 | 118,259 USD | 119,063 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 102.10 % | 102.60 % | 500,000 | 500,000 | 144,348 | 144,348 | 147,378 USD | 148,106 USD | 100.00% | 100.00% |