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 | 1.49% | 99.40 % | 99.90 % | 500,000 | 500,000 | 140,715 | 140,715 | 139,849 USD | 140,931 USD | 99.64% | 99.64% |
19/11/2024 | 1.38% | 98.90 % | 99.40 % | 500,000 | 500,000 | 144,622 | 144,622 | 143,059 USD | 144,209 USD | 100.00% | 100.00% |
18/11/2024 | 1.38% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,404 | 145,404 | 143,990 USD | 145,143 USD | 99.12% | 99.12% |
15/11/2024 | 1.37% | 99.70 % | 100.20 % | 500,000 | 500,000 | 143,892 | 143,892 | 143,573 USD | 144,720 USD | 99.04% | 99.04% |
14/11/2024 | 1.36% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,707 | 145,707 | 146,036 USD | 147,190 USD | 99.10% | 99.10% |
13/11/2024 | 1.37% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,834 | 144,834 | 145,312 USD | 146,463 USD | 100.00% | 100.00% |
12/11/2024 | 1.36% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,121 | 145,121 | 145,599 USD | 146,752 USD | 99.73% | 99.73% |
11/11/2024 | 1.36% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,975 | 144,975 | 145,427 USD | 146,579 USD | 99.87% | 99.87% |
08/11/2024 | 2.57% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,254 | 145,254 | 145,651 USD | 147,411 USD | 99.36% | 99.36% |
07/11/2024 | 2.56% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,726 | 145,726 | 146,046 USD | 147,806 USD | 99.11% | 99.11% |