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 | 0.59% | 101.10 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,788 USD | 509,788 USD | 100.00% | 100.00% |
19/11/2024 | 0.59% | 101.10 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,657 USD | 508,657 USD | 100.00% | 100.00% |
18/11/2024 | 0.59% | 101.60 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,418 USD | 510,418 USD | 99.93% | 99.93% |
15/11/2024 | 0.59% | 101.30 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,492 USD | 510,492 USD | 99.38% | 99.38% |
14/11/2024 | 0.59% | 102.10 % | 102.70 % | 500,000 | 500,000 | 499,278 | 499,278 | 508,707 USD | 511,704 USD | 100.00% | 100.00% |
13/11/2024 | 0.59% | 101.80 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,835 USD | 510,835 USD | 99.89% | 99.89% |
12/11/2024 | 0.59% | 101.60 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,891 USD | 512,891 USD | 100.00% | 100.00% |
11/11/2024 | 0.58% | 102.60 % | 103.20 % | 500,000 | 500,000 | 499,931 | 500,000 | 513,066 USD | 516,136 USD | 100.00% | 100.00% |
08/11/2024 | 0.58% | 102.20 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,594 USD | 514,594 USD | 100.00% | 100.00% |
07/11/2024 | 0.58% | 102.60 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,970 USD | 516,970 USD | 99.24% | 99.24% |