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 | 0.60% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,811 | 145,811 | 145,509 USD | 146,284 USD | 99.01% | 99.01% |
19/11/2024 | 0.60% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,854 | 144,854 | 144,564 USD | 145,334 USD | 100.00% | 100.00% |
18/11/2024 | 0.60% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,083 | 145,083 | 144,793 USD | 145,564 USD | 99.77% | 99.77% |
15/11/2024 | 0.60% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,838 | 144,838 | 144,548 USD | 145,318 USD | 100.00% | 100.00% |
14/11/2024 | 0.60% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,702 | 145,702 | 145,411 USD | 146,183 USD | 99.10% | 99.10% |
13/11/2024 | 2.27% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,960 | 144,960 | 144,692 USD | 146,296 USD | 100.00% | 100.00% |
12/11/2024 | 1.35% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,118 | 145,118 | 144,891 USD | 146,026 USD | 99.94% | 99.94% |
11/11/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,959 | 144,959 | 144,814 USD | 145,541 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,830 | 144,830 | 144,686 USD | 145,413 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,575 | 145,575 | 145,428 USD | 146,160 USD | 99.24% | 99.24% |