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 | 0.55% | 101.90 % | 102.40 % | 500,000 | 500,000 | 144,613 | 144,613 | 147,400 USD | 148,126 USD | 99.64% | 99.64% |
19/11/2024 | 0.50% | 102.00 % | 102.50 % | 500,000 | 500,000 | 147,374 | 147,374 | 149,968 USD | 150,706 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,225 | 145,225 | 147,062 USD | 147,796 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 101.60 % | 102.10 % | 500,000 | 500,000 | 146,905 | 146,905 | 149,507 USD | 150,244 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 102.50 % | 103.00 % | 500,000 | 500,000 | 145,324 | 145,324 | 148,905 USD | 149,636 USD | 99.10% | 99.10% |
13/11/2024 | 1.22% | 102.30 % | 102.80 % | 500,000 | 500,000 | 144,555 | 144,555 | 148,134 USD | 149,221 USD | 100.00% | 100.00% |
12/11/2024 | 1.01% | 102.40 % | 102.90 % | 500,000 | 500,000 | 136,635 | 136,635 | 140,146 USD | 141,008 USD | 100.00% | 100.00% |
11/11/2024 | 0.53% | 102.60 % | 103.10 % | 500,000 | 500,000 | 143,258 | 143,258 | 147,114 USD | 147,840 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 102.50 % | 103.00 % | 500,000 | 500,000 | 143,516 | 143,516 | 147,120 USD | 147,847 USD | 100.00% | 100.00% |
07/11/2024 | 0.53% | 103.60 % | 104.10 % | 500,000 | 500,000 | 144,423 | 144,423 | 148,181 USD | 148,913 USD | 97.77% | 97.77% |