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% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,730 USD | 485,230 USD | 99.17% | 99.17% |
19/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,818 USD | 484,318 USD | 99.17% | 99.17% |
18/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,939 USD | 485,439 USD | 99.16% | 99.16% |
15/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,677 USD | 486,177 USD | 99.17% | 99.17% |
14/11/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,569 USD | 488,069 USD | 99.11% | 99.11% |
13/11/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,509 USD | 487,009 USD | 99.17% | 99.17% |
12/11/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,725 USD | 489,225 USD | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,195 USD | 492,695 USD | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,060 USD | 491,560 USD | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,676 USD | 494,176 USD | 98.42% | 98.42% |