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 | 0.50% | 99.13 % | 99.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,907 USD | 499,407 USD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,364 USD | 497,864 USD | 89.36% | 89.36% |
18/11/2024 | 0.51% | 98.62 % | 99.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,609 USD | 496,109 USD | 99.66% | 99.66% |
15/11/2024 | 0.50% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,497 USD | 498,997 USD | 96.28% | 96.28% |
14/11/2024 | 0.50% | 100.38 % | 100.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,820 USD | 505,320 USD | 100.00% | 100.00% |
13/11/2024 | 0.50% | 100.37 % | 100.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,379 USD | 503,879 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.48 % | 100.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,628 USD | 506,128 USD | 98.71% | 98.71% |
11/11/2024 | 0.50% | 100.78 % | 101.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,547 USD | 505,047 USD | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.74 % | 101.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,712 USD | 506,212 USD | 99.84% | 99.84% |
07/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,703 USD | 506,203 USD | 100.00% | 100.00% |