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 | 0.87% | 101.50 % | 102.30 % | 500,000 | 500,000 | 134,439 | 134,439 | 136,448 USD | 137,541 USD | 99.00% | 99.00% |
19/11/2024 | 1.00% | 101.40 % | 102.40 % | 500,000 | 500,000 | 147,376 | 147,376 | 149,439 USD | 150,914 USD | 100.00% | 100.00% |
18/11/2024 | 1.03% | 101.40 % | 102.40 % | 500,000 | 500,000 | 145,138 | 145,138 | 147,069 USD | 148,529 USD | 99.77% | 99.77% |
15/11/2024 | 0.81% | 101.40 % | 102.20 % | 500,000 | 500,000 | 147,352 | 147,352 | 149,471 USD | 150,651 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 101.40 % | 102.20 % | 500,000 | 500,000 | 145,652 | 145,652 | 147,691 USD | 148,863 USD | 99.10% | 99.10% |
13/11/2024 | 1.02% | 101.30 % | 102.30 % | 500,000 | 500,000 | 144,328 | 144,328 | 146,203 USD | 147,655 USD | 100.00% | 100.00% |
12/11/2024 | 1.01% | 101.30 % | 102.30 % | 500,000 | 500,000 | 144,830 | 144,830 | 146,713 USD | 148,168 USD | 100.00% | 100.00% |
11/11/2024 | 0.85% | 100.80 % | 102.62 % | 50,000 | 50,000 | 131,094 | 131,094 | 132,791 USD | 133,862 USD | 100.00% | 100.00% |
08/11/2024 | 0.82% | 101.30 % | 102.10 % | 500,000 | 500,000 | 144,639 | 144,639 | 146,519 USD | 147,684 USD | 100.00% | 100.00% |
07/11/2024 | 1.02% | 101.20 % | 102.20 % | 500,000 | 500,000 | 145,565 | 145,565 | 147,286 USD | 148,748 USD | 99.23% | 99.23% |