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 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 143,751 | 143,751 | 144,452 USD | 145,602 USD | 97.78% | 97.78% |
19/11/2024 | 1.03% | 100.60 % | 101.60 % | 500,000 | 500,000 | 145,063 | 145,063 | 145,616 USD | 147,082 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 148,213 | 148,213 | 149,064 USD | 150,546 USD | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,212 | 148,212 | 148,850 USD | 150,036 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.70 % | 102.50 % | 500,000 | 500,000 | 147,081 | 147,081 | 149,277 USD | 150,459 USD | 100.00% | 100.00% |
13/11/2024 | 3.37% | 100.50 % | 101.50 % | 500,000 | 500,000 | 147,681 | 147,681 | 148,292 USD | 150,986 USD | 100.00% | 100.00% |
12/11/2024 | 2.11% | 99.80 % | 100.80 % | 500,000 | 500,000 | 147,976 | 147,976 | 147,913 USD | 149,962 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 148,245 | 148,245 | 149,482 USD | 150,668 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 148,237 | 148,237 | 149,697 USD | 150,883 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 148,824 | 148,824 | 150,830 USD | 152,318 USD | 99.23% | 99.23% |