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% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,471 USD | 514,971 USD | 96.98% | 96.98% |
19/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,454 USD | 514,954 USD | 99.37% | 99.37% |
18/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,206 USD | 514,706 USD | 99.37% | 99.37% |
15/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,930 USD | 514,430 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 USD | 514,500 USD | 99.37% | 99.37% |
13/11/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,440 USD | 513,940 USD | 99.38% | 99.38% |
12/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,486 USD | 513,986 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,756 USD | 514,256 USD | 99.38% | 99.38% |
08/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,137 USD | 514,637 USD | 99.38% | 99.38% |
07/11/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,696 USD | 514,196 USD | 98.96% | 98.96% |