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 | 0.52% | 100.70 % | 101.41 % | 350,000 | 350,000 | 133,304 | 133,304 | 134,380 USD | 135,110 USD | 98.79% | 98.79% |
19/11/2024 | 0.53% | 100.90 % | 101.40 % | 500,000 | 500,000 | 135,524 | 135,524 | 136,637 USD | 137,370 USD | 99.67% | 99.67% |
18/11/2024 | 0.50% | 100.90 % | 101.40 % | 500,000 | 500,000 | 146,883 | 146,883 | 148,122 USD | 148,857 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 147,475 | 147,475 | 148,712 USD | 149,450 USD | 100.00% | 100.00% |
14/11/2024 | 0.58% | 100.90 % | 101.40 % | 500,000 | 500,000 | 122,164 | 122,164 | 123,296 USD | 123,940 USD | 93.19% | 93.19% |
13/11/2024 | 0.68% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,849 | 144,849 | 146,226 USD | 147,040 USD | 100.00% | 100.00% |
12/11/2024 | 0.68% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,829 | 144,829 | 146,241 USD | 147,055 USD | 100.00% | 100.00% |
11/11/2024 | 0.68% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,850 | 144,850 | 146,295 USD | 147,109 USD | 100.00% | 100.00% |
08/11/2024 | 0.68% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,848 | 144,848 | 146,297 USD | 147,111 USD | 100.00% | 100.00% |
07/11/2024 | 0.68% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,583 | 145,583 | 147,030 USD | 147,849 USD | 99.23% | 99.23% |