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 | 0.47% | 105.01 % | 105.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,910 USD | 264,160 USD | 100.00% | 100.00% |
19/11/2024 | 0.48% | 105.00 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,501 USD | 263,751 USD | 89.35% | 89.35% |
18/11/2024 | 0.48% | 104.93 % | 105.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,422 USD | 263,672 USD | 99.66% | 99.66% |
15/11/2024 | 0.48% | 104.93 % | 105.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,140 USD | 263,390 USD | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.00 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,595 USD | 263,845 USD | 100.00% | 100.00% |
13/11/2024 | 0.48% | 105.02 % | 105.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,226 USD | 263,476 USD | 99.92% | 99.92% |
12/11/2024 | 0.48% | 104.87 % | 105.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,120 USD | 263,370 USD | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.76 % | 105.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,162 USD | 263,412 USD | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.64 % | 105.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,343 USD | 262,593 USD | 99.84% | 99.84% |
07/11/2024 | 0.48% | 104.46 % | 104.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,037 USD | 262,287 USD | 100.00% | 100.00% |