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% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,148 USD | 513,648 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.09 % | 102.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,671 USD | 512,171 USD | 89.38% | 89.38% |
18/11/2024 | 0.49% | 101.72 % | 102.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,612 USD | 510,112 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 101.71 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,520 USD | 512,020 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.02 % | 102.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,350 USD | 512,850 USD | 100.00% | 100.00% |
13/11/2024 | 0.46% | 107.46 % | 107.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,509 USD | 540,009 USD | 100.00% | 100.00% |
12/11/2024 | 0.46% | 107.39 % | 107.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,762 USD | 539,262 USD | 98.75% | 98.75% |
11/11/2024 | 0.46% | 107.28 % | 107.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,790 USD | 539,290 USD | 100.00% | 100.00% |
08/11/2024 | 0.46% | 107.37 % | 107.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,828 USD | 539,328 USD | 99.84% | 99.84% |
07/11/2024 | 0.47% | 107.35 % | 107.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,054 USD | 538,554 USD | 100.00% | 100.00% |