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 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,536 USD | 514,036 USD | 99.17% | 99.17% |
19/11/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,882 USD | 512,382 USD | 99.17% | 99.17% |
18/11/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,395 USD | 514,895 USD | 99.16% | 99.16% |
15/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,938 USD | 516,438 USD | 99.17% | 99.17% |
14/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,463 USD | 518,963 USD | 99.12% | 99.12% |
13/11/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,669 USD | 517,169 USD | 99.17% | 99.17% |
12/11/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,479 USD | 520,979 USD | 99.17% | 99.17% |
11/11/2024 | 0.48% | 104.60 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,359 USD | 525,887 USD | 99.17% | 99.17% |
08/11/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,880 USD | 523,380 USD | 99.17% | 99.17% |
07/11/2024 | 0.52% | 104.90 % | 105.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,128 USD | 527,875 USD | 98.42% | 98.42% |