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 | 1.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,753 | 145,753 | 145,842 USD | 147,067 USD | 99.01% | 99.01% |
19/11/2024 | 1.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,804 | 144,804 | 144,838 USD | 146,058 USD | 100.00% | 100.00% |
18/11/2024 | 1.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,117 | 145,117 | 145,241 USD | 146,460 USD | 99.28% | 99.28% |
15/11/2024 | 2.81% | 100.20 % | 100.70 % | 500,000 | 500,000 | 143,348 | 143,348 | 143,531 USD | 145,386 USD | 98.85% | 98.85% |
14/11/2024 | 2.33% | 100.10 % | 100.60 % | 500,000 | 500,000 | 126,413 | 126,413 | 126,401 USD | 127,655 USD | 96.35% | 96.35% |
13/11/2024 | 2.10% | 99.00 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,534 USD | 50,584 USD | 37.64% | 37.64% |
12/11/2024 | 0.65% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,629 | 144,629 | 142,724 USD | 143,513 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,969 | 144,969 | 143,660 USD | 144,387 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,844 | 144,844 | 142,745 USD | 143,472 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,719 | 145,719 | 142,983 USD | 143,715 USD | 99.11% | 99.11% |