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 | 0.63% | 102.50 % | 103.00 % | 500,000 | 500,000 | 146,982 | 146,982 | 150,842 USD | 151,647 USD | 99.01% | 99.01% |
19/11/2024 | 0.63% | 103.00 % | 103.50 % | 500,000 | 500,000 | 147,397 | 147,397 | 151,650 USD | 152,458 USD | 100.00% | 100.00% |
18/11/2024 | 0.62% | 103.00 % | 103.50 % | 500,000 | 500,000 | 146,867 | 146,867 | 151,315 USD | 152,114 USD | 99.77% | 99.77% |
15/11/2024 | 0.63% | 103.20 % | 103.70 % | 500,000 | 500,000 | 147,453 | 147,453 | 152,183 USD | 152,990 USD | 100.00% | 100.00% |
14/11/2024 | 0.63% | 103.40 % | 103.90 % | 500,000 | 500,000 | 145,709 | 145,709 | 150,695 USD | 151,494 USD | 99.10% | 99.10% |
13/11/2024 | 0.63% | 103.60 % | 104.10 % | 500,000 | 500,000 | 144,838 | 144,838 | 149,976 USD | 150,773 USD | 100.00% | 100.00% |
12/11/2024 | 0.63% | 103.60 % | 104.10 % | 500,000 | 500,000 | 144,824 | 144,824 | 150,160 USD | 150,956 USD | 100.00% | 100.00% |
11/11/2024 | 0.62% | 103.70 % | 104.20 % | 500,000 | 500,000 | 144,839 | 144,839 | 150,341 USD | 151,132 USD | 100.00% | 100.00% |
08/11/2024 | 0.63% | 103.80 % | 104.30 % | 500,000 | 500,000 | 144,837 | 144,837 | 150,304 USD | 151,099 USD | 100.00% | 100.00% |
07/11/2024 | 0.63% | 103.90 % | 104.40 % | 500,000 | 500,000 | 145,070 | 145,070 | 150,685 USD | 151,482 USD | 99.76% | 99.76% |