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% | 102.56 % | 103.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,137 USD | 515,637 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,226 USD | 515,726 USD | 89.37% | 89.37% |
18/11/2024 | 0.49% | 102.63 % | 103.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,997 USD | 515,497 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 102.56 % | 103.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,196 USD | 515,696 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.63 % | 103.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,190 USD | 515,690 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.59 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,934 USD | 515,434 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,844 USD | 515,344 USD | 98.71% | 98.71% |
11/11/2024 | 0.49% | 102.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,834 USD | 515,334 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.56 % | 103.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,776 USD | 515,276 USD | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,524 USD | 515,024 USD | 100.00% | 100.00% |