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 | 0.99% | 100.70 % | 101.70 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,510,500 USD | 1,525,500 USD | 94.30% | 94.30% |
19/11/2024 | 0.99% | 100.70 % | 101.70 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,510,500 USD | 1,525,500 USD | 92.73% | 92.73% |
18/11/2024 | 0.99% | 100.70 % | 101.70 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,510,500 USD | 1,525,500 USD | 89.55% | 89.55% |
15/11/2024 | 0.99% | 100.70 % | 101.70 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,510,500 USD | 1,525,500 USD | 78.44% | 78.44% |
14/11/2024 | 0.99% | 100.70 % | 101.70 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,510,500 USD | 1,525,500 USD | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.60 % | 101.60 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,509,000 USD | 1,524,000 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.60 % | 101.60 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,509,000 USD | 1,524,000 USD | 96.77% | 96.77% |
11/11/2024 | 0.99% | 100.60 % | 101.60 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,509,000 USD | 1,524,000 USD | 93.37% | 93.37% |
08/11/2024 | 0.99% | 100.60 % | 101.60 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,509,000 USD | 1,524,000 USD | 96.65% | 96.65% |
07/11/2024 | 0.99% | 100.60 % | 101.60 % | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | 1,509,000 USD | 1,524,000 USD | 92.57% | 92.57% |