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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.50% | 99.43 % | 99.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,617 USD | 500,117 USD | 99.15% | 99.15% |
24/09/2024 | 0.50% | 99.56 % | 100.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,197 USD | 499,697 USD | 99.69% | 99.69% |
23/09/2024 | 0.50% | 99.04 % | 99.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,256 USD | 498,756 USD | 100.00% | 100.00% |
20/09/2024 | 0.48% | 104.25 % | 104.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,860 USD | 524,360 USD | 99.89% | 99.89% |
19/09/2024 | 0.48% | 104.41 % | 104.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,680 USD | 523,180 USD | 100.00% | 100.00% |
18/09/2024 | 0.48% | 103.92 % | 104.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,911 USD | 521,411 USD | 100.00% | 100.00% |
12/09/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,271 USD | 515,771 USD | 99.94% | 99.94% |
11/09/2024 | 0.49% | 102.16 % | 102.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,652 USD | 515,152 USD | 100.00% | 100.00% |
10/09/2024 | 0.48% | 103.07 % | 103.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,807 USD | 518,307 USD | 99.98% | 99.98% |
09/09/2024 | 0.48% | 103.26 % | 103.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,036 USD | 518,536 USD | 100.00% | 100.00% |