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 | 0.73% | 94.40 % | 95.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,521 USD | 144,571 USD | 98.39% | 98.39% |
19/11/2024 | 0.74% | 95.95 % | 96.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,986 USD | 143,036 USD | 88.94% | 88.94% |
18/11/2024 | 0.72% | 97.00 % | 97.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,971 USD | 147,021 USD | 99.67% | 99.67% |
15/11/2024 | 0.71% | 97.61 % | 98.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,937 USD | 147,987 USD | 99.94% | 99.94% |
14/11/2024 | 0.72% | 97.21 % | 97.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,585 USD | 145,635 USD | 100.00% | 100.00% |
13/11/2024 | 0.73% | 95.35 % | 96.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,773 USD | 144,823 USD | 99.97% | 99.97% |
12/11/2024 | 0.73% | 95.01 % | 95.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,848 USD | 144,898 USD | 93.10% | 93.10% |
11/11/2024 | 0.72% | 97.51 % | 98.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,724 USD | 146,774 USD | 100.00% | 100.00% |
08/11/2024 | 0.73% | 96.04 % | 96.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,197 USD | 145,247 USD | 99.25% | 99.25% |
07/11/2024 | 0.72% | 97.46 % | 98.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,287 USD | 146,337 USD | 7.78% | 7.78% |