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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,990 USD | 505,997 USD | 99.38% | 99.38% |
22/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,270 USD | 505,134 USD | 99.38% | 99.38% |
20/11/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,090 USD | 505,546 USD | 97.31% | 97.31% |
19/11/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,110 USD | 505,555 USD | 99.36% | 99.36% |
18/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,730 USD | 505,366 USD | 99.37% | 99.37% |
15/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,420 USD | 504,711 USD | 99.37% | 99.37% |
14/11/2024 | 0.50% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,160 USD | 505,582 USD | 91.12% | 91.12% |
13/11/2024 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,389 USD | 499,194 USD | 99.37% | 99.37% |
12/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,589 USD | 498,294 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,979 USD | 497,990 USD | 98.95% | 98.95% |