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 | 0.51% | 97.85 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,555 USD | 247,805 USD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 98.50 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,653 USD | 248,903 USD | 89.38% | 89.38% |
18/11/2024 | 0.50% | 98.94 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,715 USD | 250,965 USD | 99.67% | 99.67% |
15/11/2024 | 0.50% | 100.06 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,633 USD | 251,883 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.45 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,021 USD | 250,271 USD | 86.25% | 86.25% |
13/11/2024 | 0.50% | 99.48 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,743 USD | 249,993 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.50 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,234 USD | 249,484 USD | 98.72% | 98.72% |
11/11/2024 | 0.50% | 99.82 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,008 USD | 251,258 USD | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.73 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,627 USD | 250,877 USD | 99.85% | 99.85% |
07/11/2024 | 0.50% | 99.75 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,534 USD | 248,784 USD | 99.28% | 99.28% |