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 | 1.32% | 93.50 % | 94.50 % | 500,000 | 500,000 | 142,399 | 142,399 | 135,307 USD | 136,838 USD | 96.90% | 96.90% |
19/11/2024 | 1.13% | 99.20 % | 100.20 % | 500,000 | 500,000 | 146,641 | 146,641 | 145,319 USD | 146,845 USD | 100.00% | 100.00% |
18/11/2024 | 0.81% | 99.60 % | 100.40 % | 500,000 | 500,000 | 147,909 | 147,909 | 147,111 USD | 148,296 USD | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 148,084 | 148,084 | 146,028 USD | 147,214 USD | 100.00% | 100.00% |
14/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 148,195 | 148,195 | 147,893 USD | 149,375 USD | 100.00% | 100.00% |
13/11/2024 | 3.37% | 100.20 % | 101.20 % | 500,000 | 500,000 | 147,931 | 147,931 | 148,149 USD | 150,849 USD | 100.00% | 100.00% |
12/11/2024 | 1.90% | 100.90 % | 101.70 % | 500,000 | 500,000 | 147,928 | 147,928 | 149,093 USD | 150,846 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,336 | 148,336 | 148,569 USD | 149,756 USD | 100.00% | 100.00% |
08/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 148,263 | 148,263 | 147,161 USD | 148,643 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 148,825 | 148,825 | 148,244 USD | 149,732 USD | 99.23% | 99.23% |