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 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 143,176 | 143,176 | 146,352 USD | 147,498 USD | 98.58% | 98.58% |
19/11/2024 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,665 | 147,665 | 151,450 USD | 152,929 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 148,308 | 148,308 | 152,082 USD | 153,565 USD | 100.00% | 100.00% |
15/11/2024 | 0.82% | 103.20 % | 104.00 % | 500,000 | 500,000 | 144,859 | 144,859 | 149,477 USD | 150,652 USD | 100.00% | 100.00% |
14/11/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 148,182 | 148,182 | 152,768 USD | 153,954 USD | 100.00% | 100.00% |
13/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 148,174 | 148,174 | 152,600 USD | 154,082 USD | 100.00% | 100.00% |
12/11/2024 | 1.05% | 103.00 % | 104.00 % | 500,000 | 500,000 | 142,451 | 142,451 | 146,755 USD | 148,207 USD | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 148,336 | 148,336 | 153,060 USD | 154,247 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 148,280 | 148,280 | 152,298 USD | 153,484 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 148,240 | 148,240 | 151,905 USD | 153,390 USD | 99.23% | 99.23% |