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 | 0.49% | 102.49 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,304 USD | 257,554 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.54 % | 103.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,278 USD | 257,528 USD | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.52 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,346 USD | 257,596 USD | 99.67% | 99.67% |
15/11/2024 | 0.49% | 102.60 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,546 USD | 257,796 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.65 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,675 USD | 257,925 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.64 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,559 USD | 257,809 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.63 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,569 USD | 257,819 USD | 98.72% | 98.72% |
11/11/2024 | 0.49% | 102.57 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,500 USD | 257,750 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.70 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,703 USD | 257,953 USD | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.69 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,715 USD | 257,965 USD | 100.00% | 100.00% |