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% | 102.10 % | 102.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,021,300 USD | 513,152 USD | 97.07% | 97.07% |
19/11/2024 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,760 USD | 512,879 USD | 99.37% | 99.37% |
18/11/2024 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018,930 USD | 511,966 USD | 99.36% | 99.36% |
15/11/2024 | 0.49% | 101.95 % | 102.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,910 USD | 512,456 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 102.20 % | 102.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,022,280 USD | 513,638 USD | 99.37% | 99.37% |
13/11/2024 | 0.49% | 102.25 % | 102.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,023,730 USD | 514,365 USD | 99.38% | 99.38% |
12/11/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,800 USD | 515,401 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.65 % | 103.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,420 USD | 516,210 USD | 99.38% | 99.38% |
08/11/2024 | 0.48% | 102.85 % | 103.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,028,860 USD | 516,929 USD | 99.37% | 99.37% |
07/11/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,120 USD | 515,559 USD | 98.96% | 98.96% |