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 | 0.73% | 99.00 % | 99.50 % | 500,000 | 500,000 | 147,015 | 147,015 | 145,312 USD | 146,151 USD | 99.01% | 99.01% |
19/11/2024 | 0.73% | 98.60 % | 99.10 % | 500,000 | 500,000 | 147,338 | 147,338 | 145,060 USD | 145,899 USD | 100.00% | 100.00% |
18/11/2024 | 1.53% | 98.20 % | 98.70 % | 500,000 | 500,000 | 125,207 | 125,207 | 122,736 USD | 123,460 USD | 99.77% | 99.77% |
15/11/2024 | 0.72% | 98.20 % | 98.70 % | 500,000 | 500,000 | 147,581 | 147,581 | 145,458 USD | 146,299 USD | 99.90% | 99.90% |
14/11/2024 | 0.72% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,825 | 145,825 | 144,801 USD | 145,636 USD | 99.10% | 99.10% |
13/11/2024 | 3.34% | 99.00 % | 99.50 % | 500,000 | 500,000 | 125,879 | 125,879 | 124,731 USD | 125,989 USD | 99.80% | 99.80% |
12/11/2024 | 1.63% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,089 | 145,089 | 145,130 USD | 146,406 USD | 99.70% | 99.70% |
11/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,838 | 144,838 | 145,187 USD | 145,915 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,841 | 144,841 | 145,283 USD | 146,010 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,573 | 145,573 | 145,832 USD | 146,564 USD | 99.24% | 99.24% |