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 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 143,108 | 143,108 | 148,166 USD | 149,597 USD | 98.58% | 98.58% |
19/11/2024 | 0.96% | 103.70 % | 104.70 % | 500,000 | 500,000 | 147,893 | 147,893 | 153,259 USD | 154,739 USD | 100.00% | 100.00% |
18/11/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 148,248 | 148,248 | 153,686 USD | 154,872 USD | 100.00% | 100.00% |
15/11/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 148,250 | 148,250 | 153,731 USD | 154,918 USD | 100.00% | 100.00% |
14/11/2024 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 147,965 | 147,965 | 153,288 USD | 154,769 USD | 100.00% | 100.00% |
13/11/2024 | 2.28% | 103.70 % | 104.70 % | 500,000 | 500,000 | 148,193 | 148,193 | 153,512 USD | 155,689 USD | 100.00% | 100.00% |
12/11/2024 | 1.37% | 103.70 % | 104.50 % | 500,000 | 500,000 | 148,259 | 148,259 | 153,763 USD | 155,264 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 103.70 % | 104.50 % | 500,000 | 500,000 | 147,607 | 147,607 | 153,026 USD | 154,210 USD | 100.00% | 100.00% |
08/11/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 148,096 | 148,096 | 153,192 USD | 154,673 USD | 100.00% | 100.00% |
07/11/2024 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 148,757 | 148,757 | 154,297 USD | 155,785 USD | 99.24% | 99.24% |