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 | 0.56% | 87.88 % | 88.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,343 USD | 445,843 USD | 100.00% | 100.00% |
19/11/2024 | 0.56% | 88.74 % | 89.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,015 USD | 448,515 USD | 89.36% | 89.36% |
18/11/2024 | 0.55% | 89.11 % | 89.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,881 USD | 455,381 USD | 99.67% | 99.67% |
15/11/2024 | 0.55% | 90.86 % | 91.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,036 USD | 457,536 USD | 100.00% | 100.00% |
14/11/2024 | 0.55% | 90.92 % | 91.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,853 USD | 457,353 USD | 100.00% | 100.00% |
13/11/2024 | 0.55% | 90.93 % | 91.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,250 USD | 457,750 USD | 100.00% | 100.00% |
12/11/2024 | 0.55% | 91.00 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,637 USD | 457,137 USD | 98.72% | 98.72% |
11/11/2024 | 0.55% | 91.13 % | 91.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,724 USD | 457,224 USD | 100.00% | 100.00% |
08/11/2024 | 0.55% | 90.94 % | 91.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,348 USD | 455,848 USD | 99.84% | 99.84% |
07/11/2024 | 0.55% | 90.76 % | 91.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,552 USD | 456,052 USD | 100.00% | 100.00% |