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 | 4.14% | 100.40 % | 101.20 % | 500,000 | 500,000 | 141,817 | 141,817 | 142,849 USD | 145,719 USD | 98.28% | 98.28% |
19/11/2024 | 4.29% | 100.10 % | 101.10 % | 500,000 | 500,000 | 146,592 | 146,592 | 147,137 USD | 150,310 USD | 99.64% | 99.64% |
18/11/2024 | 4.29% | 100.60 % | 101.60 % | 500,000 | 500,000 | 147,387 | 147,387 | 148,142 USD | 151,321 USD | 99.80% | 99.80% |
15/11/2024 | 4.13% | 100.20 % | 101.00 % | 500,000 | 500,000 | 144,751 | 144,751 | 145,199 USD | 148,078 USD | 99.09% | 99.09% |
14/11/2024 | 4.15% | 100.30 % | 101.10 % | 500,000 | 500,000 | 146,123 | 146,123 | 145,994 USD | 148,834 USD | 99.76% | 99.76% |
13/11/2024 | 4.23% | 101.20 % | 102.20 % | 500,000 | 500,000 | 147,546 | 147,546 | 149,770 USD | 152,959 USD | 99.83% | 99.83% |
12/11/2024 | 4.28% | 101.40 % | 102.40 % | 500,000 | 500,000 | 144,925 | 144,925 | 147,161 USD | 150,234 USD | 99.76% | 99.76% |
11/11/2024 | 3.99% | 102.20 % | 103.00 % | 500,000 | 500,000 | 147,440 | 147,440 | 151,412 USD | 154,275 USD | 99.92% | 99.92% |
08/11/2024 | 4.02% | 103.20 % | 104.00 % | 500,000 | 500,000 | 144,822 | 144,822 | 149,634 USD | 152,468 USD | 99.39% | 99.39% |
07/11/2024 | 4.17% | 103.80 % | 104.80 % | 500,000 | 500,000 | 145,636 | 145,636 | 151,063 USD | 154,234 USD | 97.09% | 97.09% |