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 | 0.37% | 108.50 % | 108.90 % | 250,000 | 250,000 | 74,073 | 74,073 | 80,550 USD | 80,846 USD | 100.00% | 100.00% |
19/11/2024 | 0.37% | 108.60 % | 109.00 % | 250,000 | 250,000 | 74,101 | 74,101 | 80,593 USD | 80,889 USD | 100.00% | 100.00% |
18/11/2024 | 0.37% | 108.80 % | 109.20 % | 250,000 | 250,000 | 74,096 | 74,096 | 80,557 USD | 80,853 USD | 100.00% | 100.00% |
15/11/2024 | 0.37% | 108.70 % | 109.10 % | 250,000 | 250,000 | 74,114 | 74,114 | 80,649 USD | 80,945 USD | 100.00% | 100.00% |
14/11/2024 | 0.36% | 109.50 % | 109.90 % | 250,000 | 250,000 | 74,554 | 74,554 | 81,618 USD | 81,917 USD | 99.10% | 99.10% |
13/11/2024 | 0.37% | 109.40 % | 109.80 % | 250,000 | 250,000 | 74,162 | 74,162 | 81,061 USD | 81,357 USD | 100.00% | 100.00% |
12/11/2024 | 0.37% | 109.30 % | 109.70 % | 250,000 | 250,000 | 74,082 | 74,082 | 81,028 USD | 81,324 USD | 100.00% | 100.00% |
11/11/2024 | 0.36% | 109.50 % | 109.90 % | 250,000 | 250,000 | 74,194 | 74,194 | 81,199 USD | 81,496 USD | 100.00% | 100.00% |
08/11/2024 | 0.37% | 109.40 % | 109.80 % | 250,000 | 250,000 | 74,132 | 74,132 | 81,048 USD | 81,345 USD | 100.00% | 100.00% |
07/11/2024 | 0.37% | 109.20 % | 109.60 % | 250,000 | 250,000 | 74,082 | 74,082 | 80,861 USD | 81,157 USD | 100.00% | 100.00% |