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 | 0.60% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,658 | 145,658 | 147,552 USD | 148,328 USD | 99.01% | 99.01% |
19/11/2024 | 0.59% | 101.30 % | 101.80 % | 500,000 | 500,000 | 144,677 | 144,677 | 146,589 USD | 147,357 USD | 100.00% | 100.00% |
18/11/2024 | 0.60% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,932 | 144,932 | 146,831 USD | 147,605 USD | 99.77% | 99.77% |
15/11/2024 | 0.59% | 101.20 % | 101.70 % | 500,000 | 500,000 | 143,984 | 143,984 | 145,692 USD | 146,455 USD | 99.04% | 99.04% |
14/11/2024 | 0.60% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,419 | 145,419 | 147,018 USD | 147,791 USD | 99.10% | 99.10% |
13/11/2024 | 2.23% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,556 | 145,556 | 147,566 USD | 149,171 USD | 99.47% | 99.47% |
12/11/2024 | 1.69% | 101.30 % | 101.80 % | 500,000 | 500,000 | 129,899 | 129,899 | 131,639 USD | 132,610 USD | 98.75% | 98.75% |
11/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,700 | 144,700 | 146,972 USD | 147,700 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 101.70 % | 102.20 % | 500,000 | 500,000 | 143,864 | 143,864 | 146,307 USD | 147,034 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.60 % | 102.10 % | 500,000 | 500,000 | 145,707 | 145,707 | 148,055 USD | 148,786 USD | 99.11% | 99.11% |