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 | 0.48% | 103.20 % | 103.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,032,000 USD | 518,500 USD | 92.94% | 92.94% |
19/11/2024 | 0.48% | 103.20 % | 103.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,031,450 USD | 518,224 USD | 99.37% | 99.37% |
18/11/2024 | 0.48% | 103.00 % | 103.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,030,000 USD | 517,498 USD | 99.36% | 99.36% |
15/11/2024 | 0.48% | 103.05 % | 103.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,030,500 USD | 517,750 USD | 99.37% | 99.37% |
14/11/2024 | 0.48% | 103.10 % | 103.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,031,060 USD | 518,031 USD | 99.38% | 99.38% |
13/11/2024 | 0.48% | 103.05 % | 103.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,030,000 USD | 517,500 USD | 99.37% | 99.37% |
12/11/2024 | 0.48% | 102.95 % | 103.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,029,990 USD | 517,494 USD | 93.01% | 93.01% |
11/11/2024 | 0.48% | 103.05 % | 103.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,030,480 USD | 517,738 USD | 95.93% | 95.93% |
08/11/2024 | 0.48% | 103.10 % | 103.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,030,530 USD | 517,764 USD | 99.38% | 99.38% |
07/11/2024 | 0.48% | 103.00 % | 103.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,029,170 USD | 517,084 USD | 98.96% | 98.96% |