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% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,510 USD | 512,010 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.84 % | 102.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,391 USD | 511,891 USD | 89.38% | 89.38% |
18/11/2024 | 0.49% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,408 USD | 511,908 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 101.91 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,545 USD | 512,045 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.93 % | 102.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,644 USD | 512,144 USD | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.52 % | 107.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,389 USD | 534,889 USD | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.47 % | 106.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,332 USD | 534,832 USD | 98.75% | 98.75% |
11/11/2024 | 0.47% | 106.43 % | 106.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,216 USD | 534,716 USD | 100.00% | 100.00% |
08/11/2024 | 0.47% | 106.43 % | 106.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,012 USD | 534,512 USD | 99.84% | 99.84% |
07/11/2024 | 0.47% | 106.41 % | 106.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,968 USD | 534,468 USD | 100.00% | 100.00% |