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 | 0.51% | 99.50 % | 100.00 % | 500,000 | 500,000 | 147,132 | 147,132 | 146,465 USD | 147,201 USD | 98.89% | 98.89% |
19/11/2024 | 0.58% | 99.60 % | 100.10 % | 500,000 | 500,000 | 130,405 | 130,405 | 129,820 USD | 130,641 USD | 99.92% | 99.92% |
18/11/2024 | 0.51% | 99.60 % | 100.10 % | 500,000 | 500,000 | 146,872 | 146,872 | 146,201 USD | 146,935 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 99.60 % | 100.10 % | 500,000 | 500,000 | 147,376 | 147,376 | 146,989 USD | 147,726 USD | 100.00% | 100.00% |
14/11/2024 | 0.53% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,790 | 144,790 | 144,664 USD | 145,408 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,837 | 144,837 | 144,796 USD | 145,524 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,038 | 144,038 | 143,925 USD | 144,649 USD | 99.56% | 99.56% |
11/11/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,989 | 144,989 | 144,979 USD | 145,707 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,745 | 144,745 | 144,190 USD | 144,918 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,570 | 145,570 | 145,046 USD | 145,778 USD | 99.23% | 99.23% |