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 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 146,787 | 146,787 | 148,195 USD | 148,930 USD | 99.01% | 99.01% |
19/11/2024 | 0.50% | 101.00 % | 101.50 % | 500,000 | 500,000 | 147,338 | 147,338 | 148,784 USD | 149,523 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 101.10 % | 101.60 % | 500,000 | 500,000 | 146,831 | 146,831 | 148,446 USD | 149,181 USD | 99.78% | 99.78% |
15/11/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 146,689 | 146,689 | 148,493 USD | 149,231 USD | 100.00% | 100.00% |
14/11/2024 | 0.52% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,014 | 145,014 | 147,072 USD | 147,803 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,809 | 144,809 | 146,931 USD | 147,659 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 144,834 | 144,834 | 146,802 USD | 147,529 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 144,723 | 144,723 | 146,668 USD | 147,395 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,685 | 144,685 | 146,711 USD | 147,438 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 146,082 | 146,082 | 148,232 USD | 148,966 USD | 98.58% | 98.58% |