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 | 0.51% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,439 USD | 486,939 USD | 100.00% | 100.00% |
19/11/2024 | 0.51% | 96.71 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,368 USD | 486,868 USD | 89.36% | 89.36% |
18/11/2024 | 0.52% | 96.84 % | 97.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,008 USD | 485,508 USD | 99.67% | 99.67% |
15/11/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,620 USD | 489,120 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.47 % | 98.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,823 USD | 495,323 USD | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,313 USD | 495,813 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 98.63 % | 99.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,335 USD | 495,835 USD | 98.72% | 98.72% |
11/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,874 USD | 500,374 USD | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.63 % | 100.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,130 USD | 499,630 USD | 99.83% | 99.83% |
07/11/2024 | 0.50% | 99.38 % | 99.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,855 USD | 497,355 USD | 100.00% | 100.00% |