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 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,126 USD | 527,876 USD | 96.93% | 96.93% |
19/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,424 USD | 527,174 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 104.85 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,236 USD | 526,986 USD | 99.36% | 99.36% |
15/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,911 USD | 527,661 USD | 99.38% | 99.38% |
14/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,201 USD | 527,951 USD | 99.33% | 99.33% |
13/11/2024 | 0.52% | 104.95 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,573 USD | 527,323 USD | 98.96% | 98.96% |
12/11/2024 | 0.52% | 104.85 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,250 USD | 527,000 USD | 99.38% | 99.38% |
11/11/2024 | 0.52% | 104.85 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,226 USD | 526,976 USD | 98.61% | 98.61% |
08/11/2024 | 0.52% | 104.90 % | 105.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,722 USD | 527,472 USD | 99.38% | 99.38% |
07/11/2024 | 0.52% | 104.90 % | 105.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,594 USD | 527,344 USD | 98.95% | 98.95% |