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% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,980 USD | 507,992 USD | 97.27% | 97.27% |
19/11/2024 | 0.49% | 101.05 % | 101.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,180 USD | 508,088 USD | 99.37% | 99.37% |
18/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,280 USD | 508,139 USD | 98.03% | 98.03% |
15/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,650 USD | 507,826 USD | 99.37% | 99.37% |
14/11/2024 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,510 USD | 508,255 USD | 99.37% | 99.37% |
13/11/2024 | 0.49% | 101.05 % | 101.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,620 USD | 507,310 USD | 99.37% | 99.37% |
12/11/2024 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,050 USD | 508,524 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,410 USD | 508,706 USD | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,320 USD | 508,659 USD | 99.38% | 99.38% |
07/11/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,040 USD | 509,520 USD | 98.97% | 98.97% |