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 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 143,683 | 143,683 | 144,766 USD | 145,916 USD | 97.94% | 97.94% |
19/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 148,188 | 148,188 | 149,151 USD | 150,633 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 148,259 | 148,259 | 149,227 USD | 150,710 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 148,291 | 148,291 | 149,445 USD | 150,632 USD | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 148,196 | 148,196 | 149,378 USD | 150,563 USD | 100.00% | 100.00% |
13/11/2024 | 3.28% | 102.80 % | 103.80 % | 500,000 | 500,000 | 147,888 | 147,888 | 152,074 USD | 154,772 USD | 100.00% | 100.00% |
12/11/2024 | 2.05% | 102.80 % | 103.80 % | 500,000 | 500,000 | 148,020 | 148,020 | 152,230 USD | 154,279 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 103.00 % | 103.80 % | 500,000 | 500,000 | 148,148 | 148,148 | 152,515 USD | 153,701 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 148,155 | 148,155 | 152,362 USD | 153,547 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 148,838 | 148,838 | 152,643 USD | 154,131 USD | 99.23% | 99.23% |