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 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,700 USD | 508,852 USD | 95.49% | 95.49% |
19/11/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,860 USD | 509,429 USD | 99.12% | 99.12% |
18/11/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,000 USD | 508,501 USD | 96.67% | 96.67% |
15/11/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,000 USD | 510,000 USD | 96.27% | 96.27% |
14/11/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,340 USD | 509,670 USD | 97.35% | 97.35% |
13/11/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,910 USD | 509,957 USD | 96.67% | 96.67% |
12/11/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,330 USD | 508,667 USD | 97.90% | 97.90% |
11/11/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,990 USD | 507,997 USD | 96.95% | 96.95% |
08/11/2024 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,670 USD | 507,335 USD | 97.77% | 97.77% |
07/11/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,840 USD | 506,919 USD | 93.50% | 93.50% |