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 | 0.52% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,700 | 145,700 | 148,467 USD | 149,197 USD | 99.64% | 99.64% |
19/11/2024 | 0.53% | 101.70 % | 102.20 % | 500,000 | 500,000 | 145,666 | 145,666 | 148,081 USD | 148,818 USD | 100.00% | 100.00% |
18/11/2024 | 0.55% | 101.90 % | 102.40 % | 500,000 | 500,000 | 143,982 | 143,982 | 146,636 USD | 147,368 USD | 99.77% | 99.77% |
15/11/2024 | 0.60% | 101.60 % | 102.10 % | 500,000 | 500,000 | 146,291 | 146,291 | 148,591 USD | 149,367 USD | 100.00% | 100.00% |
14/11/2024 | 1.06% | 101.50 % | 102.00 % | 500,000 | 500,000 | 119,588 | 119,588 | 121,331 USD | 121,981 USD | 97.73% | 97.73% |
13/11/2024 | 0.52% | 101.90 % | 102.40 % | 500,000 | 500,000 | 144,314 | 144,314 | 147,163 USD | 147,890 USD | 100.00% | 100.00% |
12/11/2024 | 0.53% | 101.90 % | 102.40 % | 500,000 | 500,000 | 142,979 | 142,979 | 145,763 USD | 146,489 USD | 100.00% | 100.00% |
11/11/2024 | 0.50% | 102.60 % | 103.10 % | 500,000 | 500,000 | 144,721 | 144,721 | 148,476 USD | 149,204 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 102.40 % | 102.90 % | 500,000 | 500,000 | 143,992 | 143,992 | 147,296 USD | 148,023 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 103.00 % | 103.50 % | 500,000 | 500,000 | 144,375 | 144,375 | 148,439 USD | 149,169 USD | 99.24% | 99.24% |