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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/11/2024 | 0.48% | 104.75 % | 105.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,927 USD | 526,427 USD | 100.00% | 100.00% |
25/11/2024 | 0.48% | 104.87 % | 105.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,798 USD | 526,298 USD | 100.00% | 100.00% |
22/11/2024 | 0.48% | 104.78 % | 105.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,432 USD | 524,932 USD | 100.00% | 100.00% |
20/11/2024 | 0.48% | 104.06 % | 104.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,234 USD | 523,734 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.36 % | 104.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,588 USD | 524,088 USD | 89.37% | 89.37% |
18/11/2024 | 0.48% | 104.36 % | 104.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,677 USD | 524,177 USD | 99.66% | 99.66% |
15/11/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,087 USD | 522,587 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.32 % | 104.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,782 USD | 524,282 USD | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.20 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,989 USD | 522,489 USD | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,630 USD | 522,130 USD | 98.71% | 98.71% |