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% | 101.07 % | 101.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,994 USD | 508,494 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.09 % | 101.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,683 USD | 508,183 USD | 89.36% | 89.36% |
18/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,412 USD | 508,912 USD | 99.67% | 99.67% |
15/11/2024 | 0.49% | 101.36 % | 101.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,112 USD | 509,612 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,069 USD | 509,569 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,156 USD | 508,656 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,042 USD | 509,542 USD | 98.72% | 98.72% |
11/11/2024 | 0.49% | 101.69 % | 102.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,708 USD | 511,208 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.67 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,154 USD | 511,654 USD | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.02 % | 102.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,662 USD | 512,162 USD | 100.00% | 100.00% |