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 | 0.58% | 101.90 % | 102.40 % | 500,000 | 500,000 | 134,439 | 134,439 | 137,046 USD | 137,735 USD | 99.00% | 99.00% |
19/11/2024 | 0.50% | 102.00 % | 102.50 % | 500,000 | 500,000 | 147,365 | 147,365 | 150,312 USD | 151,050 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,139 | 145,139 | 147,967 USD | 148,700 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 101.90 % | 102.40 % | 500,000 | 500,000 | 147,351 | 147,351 | 150,188 USD | 150,925 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,652 | 145,652 | 148,565 USD | 149,297 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,328 | 144,328 | 147,218 USD | 147,945 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,830 | 144,830 | 147,726 USD | 148,454 USD | 100.00% | 100.00% |
11/11/2024 | 0.54% | 101.49 % | 103.02 % | 50,000 | 50,000 | 131,094 | 131,094 | 133,690 USD | 134,364 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 101.90 % | 102.40 % | 500,000 | 500,000 | 144,639 | 144,639 | 147,394 USD | 148,122 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,565 | 145,565 | 148,432 USD | 149,163 USD | 99.23% | 99.23% |