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 | 1.09% | 96.80 % | 97.60 % | 500,000 | 500,000 | 142,545 | 142,545 | 138,013 USD | 139,271 USD | 97.95% | 97.95% |
19/11/2024 | 1.16% | 96.60 % | 97.60 % | 500,000 | 500,000 | 146,731 | 146,731 | 141,848 USD | 143,375 USD | 100.00% | 100.00% |
18/11/2024 | 1.03% | 97.50 % | 98.50 % | 500,000 | 500,000 | 147,855 | 147,855 | 144,010 USD | 145,490 USD | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 148,153 | 148,153 | 145,697 USD | 146,883 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 148,092 | 148,092 | 147,342 USD | 148,527 USD | 100.00% | 100.00% |
13/11/2024 | 3.39% | 99.20 % | 100.20 % | 500,000 | 500,000 | 147,963 | 147,963 | 146,820 USD | 149,520 USD | 100.00% | 100.00% |
12/11/2024 | 2.11% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,030 | 148,030 | 147,643 USD | 149,692 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 148,342 | 148,342 | 147,938 USD | 149,125 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 148,154 | 148,154 | 146,680 USD | 147,865 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,814 | 148,814 | 147,702 USD | 149,190 USD | 99.23% | 99.23% |