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 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 143,540 | 143,540 | 147,362 USD | 148,511 USD | 97.95% | 97.95% |
19/11/2024 | 0.99% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,192 | 147,192 | 150,839 USD | 152,316 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,120 | 148,120 | 152,002 USD | 153,484 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.90 % | 103.70 % | 500,000 | 500,000 | 146,350 | 146,350 | 150,727 USD | 151,906 USD | 100.00% | 100.00% |
14/11/2024 | 0.78% | 103.20 % | 104.00 % | 500,000 | 500,000 | 147,619 | 147,619 | 152,373 USD | 153,556 USD | 100.00% | 100.00% |
13/11/2024 | 0.94% | 106.50 % | 107.50 % | 500,000 | 500,000 | 148,147 | 148,147 | 157,615 USD | 159,097 USD | 100.00% | 100.00% |
12/11/2024 | 0.96% | 106.20 % | 107.20 % | 500,000 | 500,000 | 146,729 | 146,729 | 155,929 USD | 157,402 USD | 100.00% | 100.00% |
11/11/2024 | 0.75% | 106.40 % | 107.20 % | 500,000 | 500,000 | 147,936 | 147,936 | 157,413 USD | 158,598 USD | 100.00% | 100.00% |
08/11/2024 | 0.75% | 106.30 % | 107.10 % | 500,000 | 500,000 | 148,144 | 148,144 | 157,372 USD | 158,557 USD | 100.00% | 100.00% |
07/11/2024 | 0.94% | 106.20 % | 107.20 % | 500,000 | 500,000 | 149,379 | 149,379 | 158,447 USD | 159,941 USD | 98.58% | 98.58% |