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 | 0.83% | 99.00 % | 99.80 % | 500,000 | 500,000 | 147,017 | 147,017 | 145,591 USD | 146,768 USD | 99.01% | 99.01% |
19/11/2024 | 0.83% | 99.00 % | 99.80 % | 500,000 | 500,000 | 147,470 | 147,470 | 146,033 USD | 147,214 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 100.60 % | 101.60 % | 500,000 | 500,000 | 145,555 | 145,555 | 146,420 USD | 147,877 USD | 98.83% | 98.83% |
15/11/2024 | 0.81% | 100.60 % | 101.40 % | 500,000 | 500,000 | 146,377 | 146,377 | 147,340 USD | 148,512 USD | 99.72% | 99.72% |
14/11/2024 | 0.82% | 100.70 % | 101.50 % | 500,000 | 500,000 | 145,715 | 145,715 | 146,735 USD | 147,908 USD | 99.10% | 99.10% |
13/11/2024 | 1.02% | 100.50 % | 101.50 % | 500,000 | 500,000 | 144,847 | 144,847 | 145,571 USD | 147,026 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 100.50 % | 101.50 % | 500,000 | 500,000 | 144,825 | 144,825 | 145,549 USD | 147,004 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 100.50 % | 101.30 % | 500,000 | 500,000 | 144,849 | 144,849 | 145,711 USD | 146,877 USD | 100.00% | 100.00% |
08/11/2024 | 0.83% | 100.50 % | 101.30 % | 500,000 | 500,000 | 144,844 | 144,844 | 145,539 USD | 146,704 USD | 100.00% | 100.00% |
07/11/2024 | 1.02% | 100.40 % | 101.40 % | 500,000 | 500,000 | 145,569 | 145,569 | 146,085 USD | 147,547 USD | 99.23% | 99.23% |