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 | 0.70% | 92.90 % | 93.40 % | 500,000 | 500,000 | 145,502 | 145,502 | 134,806 USD | 135,596 USD | 98.89% | 98.89% |
19/11/2024 | 0.72% | 89.50 % | 90.00 % | 500,000 | 500,000 | 144,562 | 144,562 | 128,465 USD | 129,250 USD | 100.00% | 100.00% |
18/11/2024 | 0.76% | 89.80 % | 90.30 % | 500,000 | 500,000 | 141,971 | 141,971 | 128,087 USD | 128,867 USD | 99.78% | 99.78% |
15/11/2024 | 0.70% | 90.70 % | 91.20 % | 500,000 | 500,000 | 144,258 | 144,258 | 132,114 USD | 132,901 USD | 99.04% | 99.04% |
14/11/2024 | 0.73% | 91.80 % | 92.30 % | 500,000 | 500,000 | 143,977 | 143,977 | 132,360 USD | 133,153 USD | 99.10% | 99.10% |
13/11/2024 | 0.71% | 90.90 % | 91.40 % | 500,000 | 500,000 | 144,156 | 144,156 | 131,755 USD | 132,540 USD | 100.00% | 100.00% |
12/11/2024 | 0.70% | 90.90 % | 91.40 % | 500,000 | 500,000 | 144,836 | 144,836 | 132,235 USD | 133,027 USD | 100.00% | 100.00% |
11/11/2024 | 0.98% | 89.85 % | 91.26 % | 50,000 | 50,000 | 44,588 | 44,588 | 40,572 USD | 40,961 USD | 99.75% | 99.75% |
08/11/2024 | 0.70% | 92.10 % | 92.60 % | 500,000 | 500,000 | 144,665 | 144,665 | 132,337 USD | 133,123 USD | 100.00% | 100.00% |
07/11/2024 | 0.70% | 91.30 % | 91.80 % | 500,000 | 500,000 | 145,736 | 145,736 | 133,018 USD | 133,812 USD | 99.11% | 99.11% |