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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,804 | 145,804 | 145,838 USD | 146,569 USD | 99.01% | 99.01% |
19/11/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,797 | 144,797 | 144,945 USD | 145,673 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,078 | 145,078 | 145,223 USD | 145,951 USD | 99.78% | 99.78% |
15/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,251 | 144,251 | 144,293 USD | 145,015 USD | 99.04% | 99.04% |
14/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,704 | 145,704 | 145,987 USD | 146,719 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,830 | 144,830 | 145,087 USD | 145,814 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,848 | 144,848 | 144,998 USD | 145,726 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,958 | 144,958 | 145,105 USD | 145,832 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,806 | 144,806 | 144,557 USD | 145,285 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,699 | 145,699 | 145,933 USD | 146,665 USD | 99.11% | 99.11% |