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% | 102.60 % | 103.40 % | 500,000 | 500,000 | 145,804 | 145,804 | 149,595 USD | 150,765 USD | 99.01% | 99.01% |
19/11/2024 | 1.00% | 102.50 % | 103.50 % | 500,000 | 500,000 | 144,735 | 144,735 | 148,353 USD | 149,808 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 102.50 % | 103.50 % | 500,000 | 500,000 | 144,646 | 144,646 | 148,261 USD | 149,715 USD | 99.77% | 99.77% |
15/11/2024 | 0.80% | 102.60 % | 103.40 % | 500,000 | 500,000 | 143,989 | 143,989 | 147,732 USD | 148,887 USD | 99.04% | 99.04% |
14/11/2024 | 0.81% | 102.60 % | 103.40 % | 500,000 | 500,000 | 145,701 | 145,701 | 149,489 USD | 150,661 USD | 99.10% | 99.10% |
13/11/2024 | 1.13% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,153 | 147,153 | 150,832 USD | 152,378 USD | 97.61% | 97.61% |
12/11/2024 | 1.22% | 102.70 % | 103.70 % | 500,000 | 500,000 | 147,414 | 147,414 | 151,082 USD | 152,664 USD | 96.47% | 96.47% |
11/11/2024 | 0.81% | 101.90 % | 102.70 % | 500,000 | 500,000 | 144,931 | 144,931 | 147,883 USD | 149,048 USD | 99.87% | 99.87% |
08/11/2024 | 0.83% | 101.90 % | 102.70 % | 500,000 | 500,000 | 144,065 | 144,065 | 146,760 USD | 147,922 USD | 100.00% | 100.00% |
07/11/2024 | 1.01% | 101.60 % | 102.60 % | 500,000 | 500,000 | 145,576 | 145,576 | 147,784 USD | 149,246 USD | 99.23% | 99.23% |