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 | 1.03% | 105.40 % | 106.40 % | 500,000 | 500,000 | 133,901 | 133,901 | 141,214 USD | 142,570 USD | 99.64% | 99.64% |
19/11/2024 | 0.97% | 105.40 % | 106.40 % | 500,000 | 500,000 | 147,368 | 147,368 | 155,226 USD | 156,702 USD | 100.00% | 100.00% |
18/11/2024 | 0.80% | 105.50 % | 106.30 % | 500,000 | 500,000 | 145,141 | 145,141 | 152,876 USD | 154,045 USD | 99.77% | 99.77% |
15/11/2024 | 0.78% | 105.20 % | 106.00 % | 500,000 | 500,000 | 147,365 | 147,365 | 155,096 USD | 156,276 USD | 100.00% | 100.00% |
14/11/2024 | 0.98% | 105.30 % | 106.30 % | 500,000 | 500,000 | 145,653 | 145,653 | 153,361 USD | 154,825 USD | 99.10% | 99.10% |
13/11/2024 | 0.99% | 105.20 % | 106.20 % | 500,000 | 500,000 | 144,327 | 144,327 | 151,789 USD | 153,241 USD | 100.00% | 100.00% |
12/11/2024 | 0.79% | 105.10 % | 105.90 % | 500,000 | 500,000 | 144,831 | 144,831 | 152,207 USD | 153,372 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 104.58 % | 106.43 % | 50,000 | 50,000 | 131,095 | 131,095 | 137,736 USD | 138,808 USD | 100.00% | 100.00% |
08/11/2024 | 0.98% | 104.80 % | 105.80 % | 500,000 | 500,000 | 144,639 | 144,639 | 151,574 USD | 153,028 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 104.80 % | 105.80 % | 500,000 | 500,000 | 145,563 | 145,563 | 152,421 USD | 153,883 USD | 99.23% | 99.23% |