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 | 1.46% | 101.10 % | 101.90 % | 500,000 | 500,000 | 141,513 | 141,513 | 143,039 USD | 144,465 USD | 97.95% | 97.95% |
19/11/2024 | 1.58% | 101.00 % | 102.00 % | 500,000 | 500,000 | 147,908 | 147,908 | 149,306 USD | 151,088 USD | 100.00% | 100.00% |
18/11/2024 | 1.62% | 101.00 % | 102.00 % | 500,000 | 500,000 | 145,889 | 145,889 | 147,377 USD | 149,136 USD | 100.00% | 100.00% |
15/11/2024 | 2.69% | 100.80 % | 101.60 % | 500,000 | 500,000 | 146,129 | 146,129 | 147,346 USD | 149,449 USD | 100.00% | 100.00% |
14/11/2024 | 1.92% | 100.70 % | 101.50 % | 500,000 | 500,000 | 140,222 | 140,222 | 141,226 USD | 142,832 USD | 98.48% | 98.48% |
13/11/2024 | 2.10% | 100.00 % | 102.10 % | 50,000 | 50,000 | 48,634 | 48,634 | 48,633 USD | 49,659 USD | 37.94% | 37.94% |
12/11/2024 | 1.02% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,110 | 148,110 | 147,716 USD | 149,207 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 148,211 | 148,211 | 148,016 USD | 149,202 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 147,957 | 147,957 | 147,045 USD | 148,230 USD | 100.00% | 100.00% |
07/11/2024 | 1.01% | 99.20 % | 100.20 % | 500,000 | 500,000 | 149,530 | 149,530 | 148,247 USD | 149,743 USD | 98.58% | 98.58% |