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 | 0.77% | 103.70 % | 104.50 % | 500,000 | 500,000 | 143,795 | 143,795 | 149,480 USD | 150,630 USD | 97.95% | 97.95% |
19/11/2024 | 0.97% | 103.50 % | 104.50 % | 500,000 | 500,000 | 147,953 | 147,953 | 152,924 USD | 154,404 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 103.90 % | 104.90 % | 500,000 | 500,000 | 147,589 | 147,589 | 153,450 USD | 154,929 USD | 100.00% | 100.00% |
15/11/2024 | 0.77% | 104.10 % | 104.90 % | 500,000 | 500,000 | 147,591 | 147,591 | 153,967 USD | 155,151 USD | 100.00% | 100.00% |
14/11/2024 | 0.76% | 105.10 % | 105.90 % | 500,000 | 500,000 | 148,216 | 148,216 | 155,853 USD | 157,038 USD | 100.00% | 100.00% |
13/11/2024 | 0.95% | 105.00 % | 106.00 % | 500,000 | 500,000 | 148,183 | 148,183 | 155,499 USD | 156,981 USD | 100.00% | 100.00% |
12/11/2024 | 0.95% | 104.90 % | 105.90 % | 500,000 | 500,000 | 148,185 | 148,185 | 155,562 USD | 157,044 USD | 100.00% | 100.00% |
11/11/2024 | 0.76% | 105.20 % | 106.00 % | 500,000 | 500,000 | 147,841 | 147,841 | 155,643 USD | 156,828 USD | 100.00% | 100.00% |
08/11/2024 | 0.75% | 105.40 % | 106.20 % | 500,000 | 500,000 | 148,264 | 148,264 | 156,373 USD | 157,559 USD | 100.00% | 100.00% |
07/11/2024 | 0.95% | 105.30 % | 106.30 % | 500,000 | 500,000 | 148,427 | 148,427 | 156,204 USD | 157,688 USD | 99.76% | 99.76% |