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% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,197 | 145,197 | 142,661 USD | 143,389 USD | 99.65% | 99.65% |
19/11/2024 | 0.53% | 97.90 % | 98.40 % | 500,000 | 500,000 | 144,840 | 144,840 | 142,072 USD | 142,800 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 97.70 % | 98.20 % | 500,000 | 500,000 | 145,054 | 145,054 | 141,935 USD | 142,663 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 98.00 % | 98.50 % | 500,000 | 500,000 | 144,251 | 144,251 | 141,488 USD | 142,210 USD | 99.04% | 99.04% |
14/11/2024 | 0.53% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,350 | 145,350 | 142,629 USD | 143,361 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 97.90 % | 98.40 % | 500,000 | 500,000 | 144,834 | 144,834 | 142,019 USD | 142,747 USD | 100.00% | 100.00% |
12/11/2024 | 0.53% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,445 | 144,445 | 142,544 USD | 143,271 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 144,970 | 144,970 | 142,883 USD | 143,610 USD | 99.87% | 99.87% |
08/11/2024 | 0.53% | 98.00 % | 98.50 % | 500,000 | 500,000 | 144,829 | 144,829 | 141,850 USD | 142,578 USD | 100.00% | 100.00% |
07/11/2024 | 0.53% | 97.80 % | 98.30 % | 500,000 | 500,000 | 145,617 | 145,617 | 142,594 USD | 143,326 USD | 99.11% | 99.11% |