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 | 1.55% | 98.30 % | 99.10 % | 500,000 | 500,000 | 143,280 | 143,015 | 141,327 USD | 142,578 USD | 98.58% | 98.58% |
19/11/2024 | 1.74% | 98.60 % | 99.60 % | 500,000 | 500,000 | 147,672 | 147,672 | 145,611 USD | 147,454 USD | 100.00% | 100.00% |
18/11/2024 | 1.71% | 99.00 % | 100.00 % | 500,000 | 500,000 | 148,308 | 148,308 | 147,541 USD | 149,391 USD | 100.00% | 100.00% |
15/11/2024 | 1.56% | 100.40 % | 101.20 % | 500,000 | 500,000 | 144,859 | 144,859 | 145,417 USD | 146,923 USD | 100.00% | 100.00% |
14/11/2024 | 1.52% | 99.90 % | 100.70 % | 500,000 | 500,000 | 148,182 | 148,182 | 148,053 USD | 149,606 USD | 100.00% | 100.00% |
13/11/2024 | 1.72% | 100.20 % | 101.20 % | 500,000 | 500,000 | 148,175 | 148,175 | 148,538 USD | 150,387 USD | 100.00% | 100.00% |
12/11/2024 | 1.80% | 100.30 % | 101.30 % | 500,000 | 500,000 | 142,451 | 142,451 | 142,773 USD | 144,533 USD | 100.00% | 100.00% |
11/11/2024 | 1.51% | 101.30 % | 102.10 % | 500,000 | 500,000 | 148,336 | 148,336 | 150,179 USD | 151,733 USD | 100.00% | 100.00% |
08/11/2024 | 1.51% | 100.80 % | 101.60 % | 500,000 | 500,000 | 148,280 | 148,280 | 149,291 USD | 150,845 USD | 100.00% | 100.00% |
07/11/2024 | 1.74% | 99.80 % | 100.80 % | 500,000 | 500,000 | 148,240 | 148,240 | 147,800 USD | 149,647 USD | 99.23% | 99.23% |