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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.80% | 103.70 % | 104.50 % | 500,000 | 500,000 | 144,930 | 144,930 | 150,353 USD | 151,519 USD | 99.92% | 99.92% |
24/09/2024 | 0.99% | 103.60 % | 104.60 % | 500,000 | 500,000 | 144,841 | 144,841 | 150,020 USD | 151,475 USD | 100.00% | 100.00% |
23/09/2024 | 0.99% | 103.40 % | 104.40 % | 500,000 | 500,000 | 145,009 | 145,009 | 149,971 USD | 151,426 USD | 99.83% | 99.83% |
20/09/2024 | 0.80% | 103.10 % | 103.90 % | 500,000 | 500,000 | 144,831 | 144,831 | 149,444 USD | 150,610 USD | 100.00% | 100.00% |
19/09/2024 | 0.81% | 103.30 % | 104.10 % | 500,000 | 500,000 | 146,702 | 146,702 | 151,063 USD | 152,244 USD | 98.17% | 98.17% |
18/09/2024 | 1.01% | 102.20 % | 103.20 % | 500,000 | 500,000 | 144,832 | 144,832 | 147,849 USD | 149,304 USD | 100.00% | 100.00% |
12/09/2024 | 1.03% | 100.40 % | 101.40 % | 500,000 | 500,000 | 144,795 | 144,795 | 145,209 USD | 146,665 USD | 100.00% | 100.00% |
11/09/2024 | 1.03% | 99.90 % | 100.90 % | 500,000 | 500,000 | 145,278 | 145,278 | 144,731 USD | 146,189 USD | 99.85% | 99.85% |
10/09/2024 | 0.83% | 99.30 % | 100.10 % | 500,000 | 500,000 | 145,204 | 145,204 | 144,340 USD | 145,509 USD | 100.00% | 100.00% |
09/09/2024 | 0.86% | 99.20 % | 100.00 % | 500,000 | 500,000 | 143,147 | 143,147 | 142,584 USD | 143,744 USD | 99.58% | 99.58% |