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 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,424 USD | 495,924 USD | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,567 USD | 496,067 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,987 USD | 491,487 USD | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,006 USD | 496,506 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,902 USD | 499,402 USD | 100.00% | 100.00% |
13/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,063 USD | 499,563 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,442 USD | 498,942 USD | 99.59% | 99.59% |
11/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,270 USD | 498,770 USD | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,919 USD | 503,419 USD | 98.54% | 98.54% |
07/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,404 USD | 501,904 USD | 99.91% | 99.91% |