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% | 100.40 % | 101.11 % | 350,000 | 350,000 | 133,299 | 133,299 | 133,936 USD | 134,666 USD | 98.79% | 98.79% |
19/11/2024 | 0.53% | 100.50 % | 101.00 % | 500,000 | 500,000 | 135,404 | 135,404 | 136,081 USD | 136,813 USD | 99.67% | 99.67% |
18/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 146,876 | 146,876 | 147,610 USD | 148,345 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 147,468 | 147,468 | 148,186 USD | 148,924 USD | 100.00% | 100.00% |
14/11/2024 | 0.58% | 100.50 % | 101.00 % | 500,000 | 500,000 | 122,163 | 122,163 | 122,812 USD | 123,456 USD | 93.19% | 93.19% |
13/11/2024 | 0.68% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,849 | 144,849 | 145,718 USD | 146,532 USD | 100.00% | 100.00% |
12/11/2024 | 0.68% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,829 | 144,829 | 145,698 USD | 146,511 USD | 100.00% | 100.00% |
11/11/2024 | 0.68% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,851 | 144,851 | 145,720 USD | 146,533 USD | 100.00% | 100.00% |
08/11/2024 | 0.68% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,849 | 144,849 | 145,718 USD | 146,532 USD | 100.00% | 100.00% |
07/11/2024 | 0.69% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,583 | 145,583 | 146,457 USD | 147,275 USD | 99.23% | 99.23% |