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 | 0.80% | 101.10 % | 101.90 % | 500,000 | 500,000 | 142,775 | 142,775 | 144,405 USD | 145,548 USD | 98.47% | 98.47% |
19/11/2024 | 0.99% | 101.20 % | 102.20 % | 500,000 | 500,000 | 147,814 | 147,814 | 149,466 USD | 150,945 USD | 99.92% | 99.92% |
18/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 146,922 | 146,922 | 148,102 USD | 149,572 USD | 99.06% | 99.06% |
15/11/2024 | 0.80% | 101.00 % | 101.80 % | 500,000 | 500,000 | 146,408 | 146,408 | 147,918 USD | 149,093 USD | 99.72% | 99.72% |
14/11/2024 | 0.80% | 101.20 % | 102.00 % | 500,000 | 500,000 | 147,509 | 147,509 | 149,419 USD | 150,602 USD | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 148,197 | 148,197 | 149,828 USD | 151,310 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 148,209 | 148,209 | 149,992 USD | 151,474 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 148,169 | 148,169 | 149,946 USD | 151,132 USD | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 148,133 | 148,133 | 149,465 USD | 150,651 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 101.30 % | 102.30 % | 500,000 | 500,000 | 149,348 | 149,348 | 151,247 USD | 152,741 USD | 98.58% | 98.58% |