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 | 0.50% | 99.42 % | 99.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,242 USD | 499,742 USD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.46 % | 99.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,289 USD | 499,789 USD | 89.36% | 89.36% |
18/11/2024 | 0.50% | 99.36 % | 99.86 % | 500,000 | 500,000 | 500,000 | 499,992 | 496,772 USD | 499,264 USD | 99.66% | 99.66% |
15/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 499,936 | 496,713 USD | 499,149 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.43 % | 99.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,368 USD | 499,868 USD | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.41 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,689 USD | 499,189 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.31 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,474 USD | 498,974 USD | 98.70% | 98.70% |
11/11/2024 | 0.50% | 99.38 % | 99.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,038 USD | 499,538 USD | 100.00% | 100.00% |