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 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,071 | 145,071 | 145,928 USD | 146,655 USD | 99.64% | 99.64% |
19/11/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,519 | 144,519 | 145,201 USD | 145,929 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,895 | 144,895 | 145,301 USD | 146,029 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,073 | 144,073 | 143,886 USD | 144,608 USD | 99.03% | 99.03% |
14/11/2024 | 0.54% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,685 | 144,685 | 144,464 USD | 145,196 USD | 99.10% | 99.10% |
13/11/2024 | 1.24% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,833 | 144,833 | 144,887 USD | 145,976 USD | 100.00% | 100.00% |
12/11/2024 | 0.89% | 100.30 % | 100.80 % | 500,000 | 500,000 | 142,314 | 142,314 | 142,743 USD | 143,623 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,387 | 144,387 | 145,276 USD | 146,004 USD | 100.00% | 100.00% |
08/11/2024 | 0.96% | 100.80 % | 101.30 % | 500,000 | 500,000 | 124,408 | 124,408 | 125,314 USD | 125,964 USD | 100.00% | 100.00% |
07/11/2024 | 0.53% | 100.70 % | 101.20 % | 500,000 | 500,000 | 141,939 | 141,939 | 142,856 USD | 143,602 USD | 97.89% | 97.89% |