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 | 0.70% | 99.06 % | 99.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,615 USD | 150,665 USD | 100.00% | 100.00% |
19/11/2024 | 0.70% | 99.84 % | 100.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,473 USD | 149,523 USD | 89.35% | 89.35% |
18/11/2024 | 0.69% | 100.51 % | 101.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,038 USD | 152,088 USD | 99.66% | 99.66% |
15/11/2024 | 0.69% | 100.64 % | 101.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,180 USD | 152,230 USD | 99.95% | 99.95% |
14/11/2024 | 0.70% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,720 USD | 150,770 USD | 100.00% | 100.00% |
13/11/2024 | 0.70% | 99.24 % | 99.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,267 USD | 150,317 USD | 99.97% | 99.97% |
12/11/2024 | 0.70% | 98.80 % | 99.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,150 USD | 150,200 USD | 92.88% | 92.88% |
11/11/2024 | 0.70% | 100.28 % | 100.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,088 USD | 151,138 USD | 100.00% | 100.00% |
08/11/2024 | 0.70% | 99.22 % | 99.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,014 USD | 150,064 USD | 93.02% | 93.02% |
07/11/2024 | 0.70% | 99.86 % | 100.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,124 USD | 150,174 USD | 7.29% | 7.29% |