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 | 0.74% | 95.60 % | 96.10 % | 500,000 | 500,000 | 145,811 | 145,811 | 139,304 USD | 140,133 USD | 99.00% | 99.00% |
19/11/2024 | 0.78% | 94.40 % | 94.90 % | 500,000 | 500,000 | 142,715 | 142,715 | 134,445 USD | 135,265 USD | 100.00% | 100.00% |
18/11/2024 | 0.78% | 94.00 % | 94.50 % | 500,000 | 500,000 | 145,090 | 145,090 | 134,810 USD | 135,641 USD | 99.77% | 99.77% |
15/11/2024 | 0.77% | 92.30 % | 92.80 % | 500,000 | 500,000 | 144,254 | 144,254 | 132,977 USD | 133,800 USD | 99.03% | 99.03% |
14/11/2024 | 0.85% | 93.40 % | 93.90 % | 500,000 | 500,000 | 139,961 | 139,961 | 130,953 USD | 131,770 USD | 99.10% | 99.10% |
13/11/2024 | 0.75% | 94.50 % | 95.00 % | 500,000 | 500,000 | 144,847 | 144,847 | 137,321 USD | 138,146 USD | 100.00% | 100.00% |
12/11/2024 | 0.75% | 95.20 % | 95.70 % | 500,000 | 500,000 | 144,839 | 144,839 | 138,958 USD | 139,787 USD | 100.00% | 100.00% |
11/11/2024 | 0.73% | 96.30 % | 96.80 % | 500,000 | 500,000 | 144,975 | 144,975 | 140,112 USD | 140,938 USD | 99.87% | 99.87% |
08/11/2024 | 0.74% | 96.20 % | 96.70 % | 500,000 | 500,000 | 144,837 | 144,837 | 139,138 USD | 139,964 USD | 100.00% | 100.00% |
07/11/2024 | 0.75% | 96.50 % | 97.00 % | 500,000 | 500,000 | 145,593 | 145,593 | 140,106 USD | 140,938 USD | 99.24% | 99.24% |