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% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,360 USD | 508,180 USD | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,810 USD | 507,403 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,280 USD | 507,139 USD | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,380 USD | 508,688 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,560 USD | 508,782 USD | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,800 USD | 509,398 USD | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,800 USD | 509,400 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,420 USD | 508,209 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,130 USD | 505,566 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,380 USD | 504,191 USD | 98.78% | 98.78% |