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% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,808 | 145,808 | 144,402 USD | 145,133 USD | 99.01% | 99.01% |
19/11/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,846 | 144,846 | 142,728 USD | 143,456 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,087 | 145,087 | 143,290 USD | 144,018 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 143,629 | 143,629 | 141,310 USD | 142,031 USD | 99.04% | 99.04% |
14/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,708 | 145,708 | 144,813 USD | 145,545 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,834 | 144,834 | 143,997 USD | 144,724 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 143,734 | 143,734 | 142,486 USD | 143,208 USD | 99.69% | 99.69% |
11/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,972 | 144,972 | 144,099 USD | 144,827 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,831 | 144,831 | 143,932 USD | 144,660 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,730 | 145,730 | 144,963 USD | 145,695 USD | 99.10% | 99.10% |