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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.49% | 105.10 % | 105.60 % | 500,000 | 500,000 | 147,195 | 147,195 | 154,702 USD | 155,439 USD | 100.00% | 100.00% |
22/11/2024 | 0.52% | 105.00 % | 105.50 % | 500,000 | 500,000 | 146,095 | 146,095 | 153,530 USD | 154,263 USD | 99.90% | 99.90% |
20/11/2024 | 0.49% | 105.00 % | 105.50 % | 500,000 | 500,000 | 147,020 | 147,020 | 154,372 USD | 155,107 USD | 99.01% | 99.01% |
19/11/2024 | 0.49% | 104.90 % | 105.40 % | 500,000 | 500,000 | 147,168 | 147,168 | 154,504 USD | 155,241 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 104.90 % | 105.40 % | 500,000 | 500,000 | 146,630 | 146,630 | 153,844 USD | 154,582 USD | 99.01% | 99.01% |
15/11/2024 | 0.49% | 104.90 % | 105.40 % | 500,000 | 500,000 | 147,077 | 147,077 | 154,233 USD | 154,971 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 104.90 % | 105.40 % | 500,000 | 500,000 | 144,602 | 144,602 | 151,685 USD | 152,416 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 104.80 % | 105.30 % | 500,000 | 500,000 | 143,084 | 143,084 | 149,948 USD | 150,674 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 104.80 % | 105.30 % | 500,000 | 500,000 | 144,822 | 144,822 | 151,774 USD | 152,501 USD | 100.00% | 100.00% |
11/11/2024 | 0.50% | 104.80 % | 105.30 % | 500,000 | 500,000 | 144,381 | 144,381 | 151,311 USD | 152,038 USD | 100.00% | 100.00% |