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 | 0.67% | 104.18 % | 104.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,326 USD | 157,376 USD | 100.00% | 100.00% |
19/11/2024 | 0.67% | 104.08 % | 104.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,843 USD | 156,893 USD | 89.38% | 89.38% |
18/11/2024 | 0.67% | 103.93 % | 104.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,944 USD | 156,994 USD | 99.68% | 99.68% |
15/11/2024 | 0.67% | 103.82 % | 104.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,761 USD | 156,811 USD | 99.94% | 99.94% |
14/11/2024 | 0.67% | 103.67 % | 104.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,345 USD | 156,395 USD | 100.00% | 100.00% |
13/11/2024 | 0.67% | 103.44 % | 104.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,270 USD | 156,320 USD | 99.97% | 99.97% |
12/11/2024 | 0.67% | 103.41 % | 104.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,249 USD | 156,299 USD | 98.72% | 98.72% |
11/11/2024 | 0.67% | 103.44 % | 104.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,036 USD | 156,086 USD | 100.00% | 100.00% |
08/11/2024 | 0.68% | 103.02 % | 103.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,486 USD | 155,536 USD | 99.84% | 99.84% |
07/11/2024 | 0.68% | 102.69 % | 103.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,112 USD | 155,162 USD | 100.00% | 100.00% |