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 | 0.91% | 100.80 % | 101.60 % | 500,000 | 500,000 | 139,161 | 139,161 | 140,136 USD | 141,255 USD | 97.94% | 97.94% |
19/11/2024 | 1.02% | 99.60 % | 100.60 % | 500,000 | 500,000 | 146,774 | 146,774 | 146,139 USD | 147,613 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 99.60 % | 100.60 % | 500,000 | 500,000 | 147,172 | 147,172 | 146,869 USD | 148,346 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.40 % | 102.20 % | 500,000 | 500,000 | 147,117 | 147,117 | 149,785 USD | 150,967 USD | 100.00% | 100.00% |
14/11/2024 | 0.77% | 102.70 % | 103.50 % | 500,000 | 500,000 | 148,319 | 148,319 | 152,361 USD | 153,548 USD | 100.00% | 100.00% |
13/11/2024 | 2.05% | 103.10 % | 104.10 % | 500,000 | 500,000 | 147,414 | 147,414 | 151,936 USD | 153,962 USD | 100.00% | 100.00% |
12/11/2024 | 1.49% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,092 | 148,092 | 152,124 USD | 153,879 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 147,740 | 147,740 | 151,237 USD | 152,421 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 148,144 | 148,144 | 151,511 USD | 152,697 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 102.00 % | 103.00 % | 500,000 | 500,000 | 148,933 | 148,933 | 151,747 USD | 153,237 USD | 99.23% | 99.23% |