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% | 102.20 % | 102.70 % | 500,000 | 500,000 | 146,142 | 146,142 | 149,445 USD | 150,177 USD | 99.64% | 99.64% |
19/11/2024 | 1.14% | 102.20 % | 102.70 % | 500,000 | 500,000 | 130,603 | 130,603 | 133,474 USD | 134,292 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 102.10 % | 102.60 % | 500,000 | 500,000 | 145,447 | 145,447 | 148,355 USD | 149,088 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 102.30 % | 102.80 % | 500,000 | 500,000 | 144,898 | 144,898 | 148,230 USD | 148,956 USD | 98.23% | 98.23% |
14/11/2024 | 0.50% | 102.40 % | 102.90 % | 500,000 | 500,000 | 145,718 | 145,718 | 149,215 USD | 149,947 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 102.40 % | 102.90 % | 500,000 | 500,000 | 144,457 | 144,457 | 147,957 USD | 148,684 USD | 100.00% | 100.00% |
12/11/2024 | 1.13% | 102.40 % | 102.90 % | 500,000 | 500,000 | 115,827 | 115,827 | 118,601 USD | 119,406 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 102.40 % | 102.90 % | 500,000 | 500,000 | 144,348 | 144,348 | 147,786 USD | 148,513 USD | 100.00% | 100.00% |
08/11/2024 | 0.60% | 102.50 % | 103.00 % | 500,000 | 500,000 | 140,427 | 140,427 | 143,882 USD | 144,595 USD | 100.00% | 100.00% |
07/11/2024 | 0.50% | 102.50 % | 103.00 % | 500,000 | 500,000 | 145,014 | 145,014 | 148,552 USD | 149,281 USD | 99.76% | 99.76% |