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 | 1.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,145 | 145,145 | 145,291 USD | 146,512 USD | 99.64% | 99.64% |
19/11/2024 | 1.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,804 | 144,804 | 144,960 USD | 146,180 USD | 100.00% | 100.00% |
18/11/2024 | 1.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,118 | 145,118 | 145,320 USD | 146,540 USD | 99.28% | 99.28% |
15/11/2024 | 2.81% | 100.10 % | 100.60 % | 500,000 | 500,000 | 143,347 | 143,347 | 143,370 USD | 145,225 USD | 98.85% | 98.85% |
14/11/2024 | 2.33% | 100.40 % | 100.90 % | 500,000 | 500,000 | 126,412 | 126,412 | 126,658 USD | 127,914 USD | 96.35% | 96.35% |
13/11/2024 | 2.10% | 98.90 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,456 USD | 50,505 USD | 37.64% | 37.64% |
12/11/2024 | 0.65% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,629 | 144,629 | 142,705 USD | 143,494 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,970 | 144,970 | 143,054 USD | 143,782 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 144,844 | 144,844 | 142,145 USD | 142,873 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,714 | 145,714 | 142,852 USD | 143,583 USD | 99.11% | 99.11% |