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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.48% | 102.87 % | 103.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,311 USD | 516,811 USD | 100.00% | 100.00% |
20/11/2024 | 0.49% | 102.82 % | 103.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,100 USD | 516,600 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,063 USD | 516,563 USD | 89.37% | 89.37% |
18/11/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,990 USD | 516,490 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,905 USD | 516,405 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,901 USD | 516,401 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.74 % | 103.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,668 USD | 516,168 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.71 % | 103.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,571 USD | 516,071 USD | 98.74% | 98.74% |
11/11/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,517 USD | 516,017 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,486 USD | 515,986 USD | 99.83% | 99.83% |