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 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 147,934 | 147,934 | 148,499 USD | 149,240 USD | 98.28% | 98.28% |
19/11/2024 | 0.52% | 100.80 % | 101.30 % | 500,000 | 500,000 | 146,269 | 146,269 | 147,027 USD | 147,765 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 99.70 % | 100.20 % | 500,000 | 500,000 | 146,883 | 146,883 | 146,475 USD | 147,210 USD | 99.78% | 99.78% |
15/11/2024 | 0.57% | 99.60 % | 100.10 % | 500,000 | 500,000 | 140,219 | 140,219 | 139,713 USD | 140,436 USD | 99.04% | 99.04% |
14/11/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,485 | 145,485 | 147,505 USD | 148,238 USD | 98.98% | 98.98% |
13/11/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,831 | 144,831 | 146,726 USD | 147,453 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 144,830 | 144,830 | 146,501 USD | 147,228 USD | 100.00% | 100.00% |
11/11/2024 | 0.55% | 101.30 % | 101.80 % | 500,000 | 500,000 | 141,901 | 141,901 | 143,759 USD | 144,488 USD | 99.87% | 99.87% |
08/11/2024 | 0.51% | 101.70 % | 102.20 % | 500,000 | 500,000 | 146,401 | 146,401 | 148,813 USD | 149,549 USD | 98.38% | 98.38% |
07/11/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,566 | 145,566 | 147,410 USD | 148,142 USD | 99.23% | 99.23% |