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 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 143,021 | 143,021 | 140,727 USD | 141,871 USD | 98.58% | 98.58% |
19/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 147,999 | 147,999 | 144,951 USD | 146,432 USD | 100.00% | 100.00% |
18/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 148,208 | 148,208 | 145,240 USD | 146,723 USD | 100.00% | 100.00% |
15/11/2024 | 0.82% | 98.00 % | 98.80 % | 500,000 | 500,000 | 148,010 | 148,010 | 145,148 USD | 146,333 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 147,778 | 147,778 | 144,734 USD | 145,918 USD | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 148,177 | 148,177 | 144,302 USD | 145,784 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 98.10 % | 99.10 % | 500,000 | 500,000 | 147,843 | 147,843 | 145,071 USD | 146,551 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 98.10 % | 98.90 % | 500,000 | 500,000 | 148,245 | 148,245 | 145,260 USD | 146,447 USD | 100.00% | 100.00% |
08/11/2024 | 0.84% | 97.20 % | 98.00 % | 500,000 | 500,000 | 147,142 | 147,142 | 143,072 USD | 144,253 USD | 100.00% | 100.00% |
07/11/2024 | 1.02% | 96.70 % | 97.70 % | 500,000 | 500,000 | 148,823 | 148,823 | 144,157 USD | 145,646 USD | 99.23% | 99.23% |