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 | 0.70% | 98.37 % | 99.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,966 USD | 150,016 USD | 100.00% | 100.00% |
19/11/2024 | 0.70% | 99.14 % | 99.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,747 USD | 149,797 USD | 89.40% | 89.40% |
18/11/2024 | 0.71% | 99.43 % | 100.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,346 USD | 149,396 USD | 99.66% | 99.66% |
15/11/2024 | 0.70% | 98.50 % | 99.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,432 USD | 149,482 USD | 100.00% | 100.00% |
14/11/2024 | 0.70% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,123 USD | 150,173 USD | 100.00% | 100.00% |
13/11/2024 | 0.70% | 99.30 % | 100.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,347 USD | 150,397 USD | 100.00% | 100.00% |
12/11/2024 | 0.70% | 99.71 % | 100.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,134 USD | 151,184 USD | 98.71% | 98.71% |
11/11/2024 | 0.69% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,768 USD | 151,818 USD | 100.00% | 100.00% |
08/11/2024 | 0.69% | 100.59 % | 101.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,833 USD | 151,883 USD | 99.84% | 99.84% |
07/11/2024 | 0.70% | 100.42 % | 101.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,468 USD | 151,518 USD | 100.00% | 100.00% |