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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.57% | 96.30 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,767 USD | 482,517 USD | 100.00% | 100.00% |
20/11/2024 | 0.57% | 94.95 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,984 USD | 479,734 USD | 100.00% | 100.00% |
19/11/2024 | 0.57% | 94.90 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,576 USD | 480,326 USD | 100.00% | 100.00% |
18/11/2024 | 0.57% | 96.15 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,892 USD | 482,642 USD | 100.00% | 100.00% |
15/11/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,414 USD | 482,914 USD | 100.00% | 100.00% |
14/11/2024 | 0.57% | 97.10 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,498 USD | 486,248 USD | 100.00% | 100.00% |
13/11/2024 | 0.62% | 96.45 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,889 USD | 485,889 USD | 100.00% | 100.00% |
12/11/2024 | 0.57% | 96.50 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,000 USD | 486,750 USD | 99.99% | 99.99% |
11/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,848 USD | 489,348 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,427 USD | 487,927 USD | 98.72% | 98.72% |