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% | 100.86 % | 101.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,988 USD | 507,488 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.13 % | 101.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,244 USD | 506,744 USD | 89.39% | 89.39% |
18/11/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,281 USD | 507,781 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 101.02 % | 101.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,085 USD | 509,585 USD | 97.46% | 97.46% |
14/11/2024 | 0.49% | 101.73 % | 102.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,810 USD | 512,310 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.67 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,288 USD | 511,788 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.62 % | 102.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,516 USD | 511,016 USD | 98.72% | 98.72% |
11/11/2024 | 0.49% | 101.63 % | 102.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,010 USD | 510,510 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.44 % | 101.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,818 USD | 510,318 USD | 99.83% | 99.83% |
07/11/2024 | 0.49% | 101.74 % | 102.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,742 USD | 511,242 USD | 100.00% | 100.00% |