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% | 101.44 % | 101.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,681 USD | 510,181 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.44 % | 101.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,240 USD | 509,740 USD | 89.39% | 89.39% |
18/11/2024 | 0.49% | 101.51 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,845 USD | 509,345 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 101.27 % | 101.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,161 USD | 508,661 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.38 % | 101.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,453 USD | 509,953 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.51 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,625 USD | 509,125 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,917 USD | 508,417 USD | 98.72% | 98.72% |
11/11/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,094 USD | 509,594 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,270 USD | 507,770 USD | 99.83% | 99.83% |
07/11/2024 | 0.49% | 100.98 % | 101.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,668 USD | 507,168 USD | 100.00% | 100.00% |