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 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 147,021 | 147,021 | 147,309 USD | 148,044 USD | 99.01% | 99.01% |
19/11/2024 | 0.31% | 100.40 % | 100.70 % | 500,000 | 500,000 | 147,357 | 147,357 | 147,933 USD | 148,376 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,563 | 145,563 | 145,608 USD | 146,336 USD | 98.83% | 98.83% |
15/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 146,390 | 146,390 | 146,683 USD | 147,416 USD | 99.72% | 99.72% |
14/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,714 | 145,714 | 146,298 USD | 147,031 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,845 | 144,845 | 145,491 USD | 146,219 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,825 | 144,825 | 145,512 USD | 146,240 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,848 | 144,848 | 145,255 USD | 145,983 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,841 | 144,841 | 144,647 USD | 145,375 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,569 | 145,569 | 146,031 USD | 146,762 USD | 99.23% | 99.23% |