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 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,740 USD | 502,240 USD | 97.95% | 97.95% |
19/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,082 USD | 502,582 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,831 USD | 502,331 USD | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,964 USD | 502,464 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,685 USD | 503,185 USD | 99.92% | 99.92% |
13/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,960 USD | 502,460 USD | 99.72% | 99.72% |
12/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,480 USD | 502,980 USD | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,250 USD | 504,750 USD | 98.69% | 98.69% |
08/11/2024 | 0.45% | 100.15 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,461 USD | 502,728 USD | 98.52% | 98.52% |
07/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,813 USD | 503,813 USD | 99.23% | 99.23% |