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 | 0.86% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,811 | 145,811 | 146,394 USD | 147,302 USD | 99.01% | 99.01% |
19/11/2024 | 0.87% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,249 | 144,249 | 144,879 USD | 145,780 USD | 100.00% | 100.00% |
18/11/2024 | 0.86% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,085 | 145,085 | 145,811 USD | 146,713 USD | 99.77% | 99.77% |
15/11/2024 | 0.86% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,251 | 144,251 | 145,114 USD | 146,015 USD | 99.03% | 99.03% |
14/11/2024 | 0.86% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,717 | 145,717 | 146,715 USD | 147,620 USD | 99.10% | 99.10% |
13/11/2024 | 0.86% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,961 | 144,961 | 145,914 USD | 146,818 USD | 100.00% | 100.00% |
12/11/2024 | 0.87% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,836 | 144,836 | 145,667 USD | 146,571 USD | 100.00% | 100.00% |
11/11/2024 | 0.86% | 100.60 % | 101.10 % | 500,000 | 500,000 | 141,119 | 141,119 | 142,085 USD | 142,970 USD | 98.80% | 98.80% |
08/11/2024 | 0.86% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,838 | 144,838 | 145,840 USD | 146,742 USD | 100.00% | 100.00% |
07/11/2024 | 0.86% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,729 | 145,729 | 146,747 USD | 147,655 USD | 99.11% | 99.11% |