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 | 0.60% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,809 | 145,809 | 146,830 USD | 147,605 USD | 99.01% | 99.01% |
19/11/2024 | 0.60% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,806 | 144,806 | 145,826 USD | 146,596 USD | 100.00% | 100.00% |
18/11/2024 | 0.59% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,100 | 145,100 | 146,115 USD | 146,885 USD | 99.77% | 99.77% |
15/11/2024 | 0.59% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,255 | 144,255 | 145,305 USD | 146,070 USD | 99.04% | 99.04% |
14/11/2024 | 0.59% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,706 | 145,706 | 146,868 USD | 147,642 USD | 99.10% | 99.10% |
13/11/2024 | 2.25% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,042 | 145,042 | 146,195 USD | 147,800 USD | 100.00% | 100.00% |
12/11/2024 | 1.33% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,118 | 145,118 | 146,246 USD | 147,381 USD | 99.94% | 99.94% |
11/11/2024 | 0.52% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,469 | 144,469 | 145,623 USD | 146,351 USD | 99.87% | 99.87% |
08/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,843 | 144,843 | 145,919 USD | 146,647 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,716 | 145,716 | 146,773 USD | 147,504 USD | 99.10% | 99.10% |