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 | 0.61% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,659 | 145,659 | 145,101 USD | 145,876 USD | 99.01% | 99.01% |
19/11/2024 | 0.60% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,677 | 144,677 | 144,066 USD | 144,835 USD | 100.00% | 100.00% |
18/11/2024 | 0.61% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,932 | 144,932 | 145,003 USD | 145,776 USD | 99.77% | 99.77% |
15/11/2024 | 0.60% | 99.30 % | 99.80 % | 500,000 | 500,000 | 143,984 | 143,984 | 142,877 USD | 143,640 USD | 99.04% | 99.04% |
14/11/2024 | 0.61% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,419 | 145,419 | 144,116 USD | 144,889 USD | 99.10% | 99.10% |
13/11/2024 | 2.27% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,558 | 145,558 | 144,837 USD | 146,442 USD | 99.47% | 99.47% |
12/11/2024 | 1.71% | 99.70 % | 100.20 % | 500,000 | 500,000 | 129,894 | 129,894 | 129,515 USD | 130,485 USD | 98.76% | 98.76% |
11/11/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,700 | 144,700 | 145,169 USD | 145,897 USD | 99.87% | 99.87% |
08/11/2024 | 0.53% | 100.20 % | 100.70 % | 500,000 | 500,000 | 143,862 | 143,862 | 144,142 USD | 144,869 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,709 | 145,709 | 146,372 USD | 147,104 USD | 99.11% | 99.11% |