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 | 0.50% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,703 USD | 502,203 USD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,504 USD | 503,004 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,878 USD | 502,378 USD | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,161 USD | 503,661 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,649 USD | 506,149 USD | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,964 USD | 505,464 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,325 USD | 507,825 USD | 99.40% | 99.40% |
11/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,587 USD | 510,087 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,888 USD | 512,388 USD | 98.54% | 98.54% |
07/11/2024 | 0.48% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,698 USD | 518,198 USD | 99.91% | 99.91% |