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 | 0.59% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,809 | 145,809 | 147,850 USD | 148,622 USD | 99.01% | 99.01% |
19/11/2024 | 0.59% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,776 | 144,776 | 146,803 USD | 147,569 USD | 100.00% | 100.00% |
18/11/2024 | 0.58% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,073 | 145,073 | 147,113 USD | 147,879 USD | 99.78% | 99.78% |
15/11/2024 | 0.58% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,259 | 144,259 | 146,280 USD | 147,043 USD | 99.04% | 99.04% |
14/11/2024 | 0.59% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,706 | 145,706 | 147,892 USD | 148,663 USD | 99.10% | 99.10% |
13/11/2024 | 0.58% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,828 | 144,828 | 147,001 USD | 147,765 USD | 100.00% | 100.00% |
12/11/2024 | 0.59% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,798 | 144,798 | 146,970 USD | 147,738 USD | 100.00% | 100.00% |
11/11/2024 | 0.59% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,927 | 144,927 | 147,184 USD | 147,952 USD | 99.87% | 99.87% |
08/11/2024 | 0.58% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,831 | 144,831 | 146,995 USD | 147,759 USD | 100.00% | 100.00% |
07/11/2024 | 0.58% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,668 | 145,668 | 147,831 USD | 148,598 USD | 99.11% | 99.11% |