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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.50% | 103.30 % | 103.80 % | 500,000 | 500,000 | 144,894 | 144,894 | 149,554 USD | 150,280 USD | 99.23% | 99.23% |
20/11/2024 | 0.50% | 103.30 % | 103.80 % | 500,000 | 500,000 | 146,825 | 146,825 | 151,670 USD | 152,405 USD | 99.01% | 99.01% |
19/11/2024 | 0.49% | 103.50 % | 104.00 % | 500,000 | 500,000 | 147,550 | 147,550 | 152,671 USD | 153,410 USD | 99.86% | 99.86% |
18/11/2024 | 0.49% | 103.30 % | 103.80 % | 500,000 | 500,000 | 147,861 | 147,861 | 152,787 USD | 153,527 USD | 98.43% | 98.43% |
15/11/2024 | 0.50% | 103.40 % | 103.90 % | 500,000 | 500,000 | 136,014 | 136,014 | 140,554 USD | 141,235 USD | 96.83% | 96.83% |
14/11/2024 | 0.50% | 103.40 % | 103.90 % | 500,000 | 500,000 | 145,586 | 145,586 | 150,580 USD | 151,312 USD | 99.10% | 99.10% |
13/11/2024 | 0.50% | 103.50 % | 104.00 % | 500,000 | 500,000 | 145,364 | 145,364 | 150,492 USD | 151,223 USD | 99.32% | 99.32% |
12/11/2024 | 1.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 122,167 | 122,167 | 126,550 USD | 127,277 USD | 99.40% | 99.40% |
11/11/2024 | 0.49% | 103.70 % | 104.20 % | 500,000 | 500,000 | 147,076 | 147,076 | 152,586 USD | 153,324 USD | 97.83% | 97.83% |
08/11/2024 | 0.51% | 103.50 % | 104.00 % | 500,000 | 500,000 | 143,759 | 143,759 | 148,869 USD | 149,596 USD | 100.00% | 100.00% |