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 | 0.80% | 103.10 % | 103.90 % | 500,000 | 500,000 | 142,582 | 142,582 | 147,027 USD | 148,169 USD | 97.95% | 97.95% |
19/11/2024 | 0.98% | 103.40 % | 104.40 % | 500,000 | 500,000 | 146,913 | 146,913 | 151,772 USD | 153,246 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 103.60 % | 104.60 % | 500,000 | 500,000 | 145,386 | 145,386 | 150,479 USD | 151,940 USD | 99.06% | 99.06% |
15/11/2024 | 0.77% | 104.00 % | 104.80 % | 500,000 | 500,000 | 147,771 | 147,771 | 153,804 USD | 154,987 USD | 98.91% | 98.91% |
14/11/2024 | 0.77% | 104.20 % | 105.00 % | 500,000 | 500,000 | 149,135 | 149,135 | 155,294 USD | 156,487 USD | 99.18% | 99.18% |
13/11/2024 | 0.97% | 103.40 % | 104.40 % | 500,000 | 500,000 | 147,778 | 147,778 | 152,874 USD | 154,353 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 104.00 % | 105.00 % | 500,000 | 500,000 | 146,884 | 146,884 | 152,726 USD | 154,201 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 103.50 % | 104.30 % | 500,000 | 500,000 | 147,625 | 147,625 | 152,854 USD | 154,038 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 103.00 % | 103.80 % | 500,000 | 500,000 | 147,143 | 147,143 | 151,638 USD | 152,820 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 148,283 | 148,283 | 152,486 USD | 153,969 USD | 99.76% | 99.76% |