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 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,805 | 145,805 | 143,884 USD | 144,615 USD | 99.01% | 99.01% |
19/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 144,849 | 144,849 | 142,723 USD | 143,451 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,083 | 145,083 | 143,318 USD | 144,046 USD | 99.78% | 99.78% |
15/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 144,256 | 144,256 | 142,760 USD | 143,482 USD | 99.04% | 99.04% |
14/11/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,709 | 145,709 | 144,516 USD | 145,248 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,832 | 144,832 | 143,785 USD | 144,512 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,839 | 144,839 | 144,013 USD | 144,741 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,970 | 144,970 | 144,118 USD | 144,846 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 144,832 | 144,832 | 143,357 USD | 144,084 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,748 | 145,748 | 144,653 USD | 145,385 USD | 99.11% | 99.11% |