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% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,587 | 145,587 | 148,508 USD | 149,238 USD | 99.64% | 99.64% |
19/11/2024 | 0.63% | 102.00 % | 102.50 % | 500,000 | 500,000 | 121,372 | 121,372 | 123,757 USD | 124,538 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 102.00 % | 102.50 % | 500,000 | 500,000 | 146,690 | 146,690 | 149,494 USD | 150,229 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 102.00 % | 102.50 % | 500,000 | 500,000 | 147,356 | 147,356 | 150,403 USD | 151,140 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 102.20 % | 103.70 % | 250,000 | 250,000 | 91,199 | 91,199 | 93,163 USD | 94,205 USD | 98.28% | 98.28% |
13/11/2024 | 0.50% | 102.20 % | 102.70 % | 500,000 | 500,000 | 144,844 | 144,844 | 148,036 USD | 148,763 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 102.20 % | 102.70 % | 500,000 | 500,000 | 144,613 | 144,613 | 147,928 USD | 148,656 USD | 100.00% | 100.00% |
11/11/2024 | 0.50% | 102.20 % | 102.70 % | 500,000 | 500,000 | 144,962 | 144,962 | 148,204 USD | 148,932 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 102.30 % | 102.80 % | 500,000 | 500,000 | 144,556 | 144,556 | 147,898 USD | 148,626 USD | 100.00% | 100.00% |
07/11/2024 | 0.50% | 102.40 % | 102.90 % | 500,000 | 500,000 | 145,517 | 145,517 | 148,935 USD | 149,666 USD | 99.23% | 99.23% |