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 | 0.48% | 103.36 % | 103.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,450 USD | 519,950 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.42 % | 103.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,761 USD | 519,261 USD | 89.38% | 89.38% |
18/11/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,811 USD | 519,311 USD | 99.67% | 99.67% |
15/11/2024 | 0.48% | 103.43 % | 103.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,816 USD | 520,316 USD | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,234 USD | 520,734 USD | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.64 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,736 USD | 520,236 USD | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.51 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,736 USD | 520,236 USD | 98.71% | 98.71% |
11/11/2024 | 0.48% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,658 USD | 520,158 USD | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.51 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,559 USD | 520,059 USD | 99.84% | 99.84% |
07/11/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,946 USD | 519,446 USD | 100.00% | 100.00% |