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 | 0.58% | 101.50 % | 102.00 % | 500,000 | 500,000 | 134,441 | 134,441 | 136,450 USD | 137,139 USD | 99.01% | 99.01% |
19/11/2024 | 0.50% | 101.50 % | 102.00 % | 500,000 | 500,000 | 147,376 | 147,376 | 149,586 USD | 150,324 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,145 | 145,145 | 147,310 USD | 148,044 USD | 99.78% | 99.78% |
15/11/2024 | 0.50% | 101.50 % | 102.00 % | 500,000 | 500,000 | 147,352 | 147,352 | 149,562 USD | 150,299 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,652 | 145,652 | 147,839 USD | 148,571 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 101.60 % | 102.10 % | 500,000 | 500,000 | 144,328 | 144,328 | 146,624 USD | 147,351 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 101.60 % | 102.10 % | 500,000 | 500,000 | 144,830 | 144,830 | 147,137 USD | 147,864 USD | 100.00% | 100.00% |
11/11/2024 | 0.54% | 101.10 % | 102.62 % | 50,000 | 50,000 | 131,095 | 131,095 | 133,128 USD | 133,802 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,639 | 144,639 | 146,808 USD | 147,536 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.60 % | 102.10 % | 500,000 | 500,000 | 145,562 | 145,562 | 147,772 USD | 148,503 USD | 99.24% | 99.24% |