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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/11/2024 | 0.70% | 98.78 % | 99.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,457 USD | 149,507 USD | 99.97% | 99.97% |
25/11/2024 | 0.70% | 99.54 % | 100.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,648 USD | 149,698 USD | 96.15% | 96.15% |
22/11/2024 | 0.72% | 98.31 % | 99.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,046 USD | 147,096 USD | 100.00% | 100.00% |
20/11/2024 | 0.71% | 96.79 % | 97.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,544 USD | 147,594 USD | 100.00% | 100.00% |
19/11/2024 | 0.71% | 97.86 % | 98.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,394 USD | 147,444 USD | 89.38% | 89.38% |
18/11/2024 | 0.72% | 97.84 % | 98.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,133 USD | 147,183 USD | 99.66% | 99.66% |
15/11/2024 | 0.71% | 97.13 % | 97.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,264 USD | 148,314 USD | 100.00% | 100.00% |
14/11/2024 | 0.71% | 98.16 % | 98.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,618 USD | 148,668 USD | 99.14% | 99.14% |
13/11/2024 | 0.72% | 97.70 % | 98.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,956 USD | 147,006 USD | 100.00% | 100.00% |
12/11/2024 | 0.72% | 97.22 % | 97.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,691 USD | 146,741 USD | 98.73% | 98.73% |