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% | 100.10 % | 100.60 % | 500,000 | 500,000 | 146,787 | 146,787 | 146,966 USD | 147,701 USD | 99.01% | 99.01% |
19/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 147,323 | 147,323 | 147,484 USD | 148,223 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 146,830 | 146,830 | 147,124 USD | 147,859 USD | 99.78% | 99.78% |
15/11/2024 | 0.52% | 100.30 % | 100.80 % | 500,000 | 500,000 | 146,683 | 146,683 | 147,135 USD | 147,872 USD | 100.00% | 100.00% |
14/11/2024 | 0.52% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,014 | 145,014 | 145,505 USD | 146,237 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,808 | 144,808 | 145,388 USD | 146,115 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,835 | 144,835 | 145,414 USD | 146,142 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,722 | 144,722 | 145,268 USD | 145,996 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,684 | 144,684 | 145,263 USD | 145,990 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 146,083 | 146,083 | 146,738 USD | 147,473 USD | 98.58% | 98.58% |