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 | 0.62% | 95.80 % | 96.30 % | 500,000 | 500,000 | 147,027 | 147,027 | 140,957 USD | 141,735 USD | 99.01% | 99.01% |
19/11/2024 | 0.61% | 96.80 % | 97.30 % | 500,000 | 500,000 | 147,471 | 147,471 | 142,849 USD | 143,625 USD | 100.00% | 100.00% |
18/11/2024 | 0.61% | 97.10 % | 97.60 % | 500,000 | 500,000 | 146,508 | 146,508 | 142,231 USD | 143,007 USD | 99.77% | 99.77% |
15/11/2024 | 0.63% | 98.20 % | 98.70 % | 500,000 | 500,000 | 141,853 | 141,853 | 139,826 USD | 140,587 USD | 99.04% | 99.04% |
14/11/2024 | 0.61% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,718 | 145,718 | 144,306 USD | 145,081 USD | 99.10% | 99.10% |
13/11/2024 | 0.61% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,838 | 144,838 | 143,739 USD | 144,509 USD | 100.00% | 100.00% |
12/11/2024 | 0.60% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,837 | 144,837 | 143,897 USD | 144,666 USD | 100.00% | 100.00% |
11/11/2024 | 0.60% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,988 | 144,988 | 144,191 USD | 144,961 USD | 99.87% | 99.87% |
08/11/2024 | 0.60% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,841 | 144,841 | 144,065 USD | 144,836 USD | 100.00% | 100.00% |
07/11/2024 | 0.60% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,581 | 145,581 | 145,084 USD | 145,858 USD | 99.23% | 99.23% |