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% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,809 | 145,809 | 146,536 USD | 147,267 USD | 99.01% | 99.01% |
19/11/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,554 | 144,554 | 145,324 USD | 146,052 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,082 | 145,082 | 145,957 USD | 146,685 USD | 99.78% | 99.78% |
15/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,729 | 144,729 | 145,617 USD | 146,344 USD | 100.00% | 100.00% |
14/11/2024 | 0.57% | 100.70 % | 101.20 % | 500,000 | 500,000 | 142,228 | 142,228 | 143,264 USD | 143,993 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,845 | 144,845 | 145,826 USD | 146,553 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,180 | 144,180 | 145,177 USD | 145,904 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,972 | 144,972 | 145,892 USD | 146,620 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,600 | 144,600 | 145,262 USD | 145,990 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,499 | 145,499 | 146,153 USD | 146,884 USD | 99.23% | 99.23% |