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 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,057 USD | 486,557 USD | 100.00% | 100.00% |
19/11/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,509 USD | 487,009 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,226 USD | 489,726 USD | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,987 USD | 489,487 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,690 USD | 488,190 USD | 100.00% | 100.00% |
13/11/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,355 USD | 485,855 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,073 USD | 486,573 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,841 USD | 487,341 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,621 USD | 490,121 USD | 98.58% | 98.58% |
07/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,892 USD | 493,392 USD | 99.83% | 99.83% |