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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.76% | 91.46 % | 92.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,734 USD | 137,784 USD | 100.00% | 100.00% |
20/11/2024 | 0.77% | 90.60 % | 91.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,249 USD | 137,299 USD | 100.00% | 100.00% |
19/11/2024 | 0.77% | 90.58 % | 91.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,625 USD | 137,675 USD | 89.40% | 89.40% |
18/11/2024 | 0.77% | 90.72 % | 91.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,718 USD | 137,768 USD | 99.66% | 99.66% |
15/11/2024 | 0.76% | 90.92 % | 91.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,033 USD | 138,083 USD | 100.00% | 100.00% |
14/11/2024 | 0.76% | 92.10 % | 92.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,555 USD | 138,605 USD | 100.00% | 100.00% |
13/11/2024 | 0.77% | 90.77 % | 91.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,724 USD | 136,774 USD | 100.00% | 100.00% |
12/11/2024 | 0.74% | 93.50 % | 94.20 % | 150,000 | 150,000 | 149,962 | 150,000 | 141,327 USD | 142,413 USD | 98.71% | 98.71% |
11/11/2024 | 0.73% | 94.89 % | 95.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,829 USD | 144,879 USD | 100.00% | 100.00% |
08/11/2024 | 0.73% | 96.16 % | 96.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,538 USD | 144,588 USD | 99.84% | 99.84% |