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 | 0.59% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,810 | 145,810 | 147,486 USD | 148,258 USD | 99.00% | 99.00% |
19/11/2024 | 0.59% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,775 | 144,775 | 146,508 USD | 147,275 USD | 100.00% | 100.00% |
18/11/2024 | 0.58% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,076 | 145,076 | 146,880 USD | 147,646 USD | 99.77% | 99.77% |
15/11/2024 | 0.58% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,256 | 144,256 | 145,948 USD | 146,711 USD | 99.03% | 99.03% |
14/11/2024 | 0.59% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,707 | 145,707 | 147,467 USD | 148,239 USD | 99.10% | 99.10% |
13/11/2024 | 0.58% | 101.30 % | 101.80 % | 500,000 | 500,000 | 144,828 | 144,828 | 146,678 USD | 147,442 USD | 100.00% | 100.00% |
12/11/2024 | 0.59% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,798 | 144,798 | 146,544 USD | 147,312 USD | 100.00% | 100.00% |
11/11/2024 | 0.59% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,928 | 144,928 | 146,852 USD | 147,621 USD | 99.87% | 99.87% |
08/11/2024 | 0.58% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,831 | 144,831 | 146,491 USD | 147,255 USD | 100.00% | 100.00% |
07/11/2024 | 0.58% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,667 | 145,667 | 147,280 USD | 148,047 USD | 99.11% | 99.11% |