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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,940 | 144,940 | 143,852 USD | 144,580 USD | 99.92% | 99.92% |
24/09/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,855 | 144,855 | 143,949 USD | 144,676 USD | 100.00% | 100.00% |
23/09/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,012 | 145,012 | 144,135 USD | 144,863 USD | 99.83% | 99.83% |
20/09/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,834 | 144,834 | 144,145 USD | 144,873 USD | 100.00% | 100.00% |
19/09/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 146,810 | 146,810 | 146,279 USD | 147,017 USD | 98.17% | 98.17% |
18/09/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,833 | 144,833 | 143,615 USD | 144,342 USD | 100.00% | 100.00% |
12/09/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,119 | 145,119 | 143,312 USD | 144,041 USD | 100.00% | 100.00% |
11/09/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 145,244 | 145,244 | 142,818 USD | 143,547 USD | 99.85% | 99.85% |
10/09/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,118 | 145,118 | 143,528 USD | 144,257 USD | 100.00% | 100.00% |
09/09/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,134 | 145,134 | 143,439 USD | 144,168 USD | 100.00% | 100.00% |