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 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,400 USD | 505,202 USD | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,120 USD | 505,560 USD | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,220 USD | 504,609 USD | 99.38% | 99.38% |
15/11/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,840 USD | 505,921 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,120 USD | 505,558 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,820 USD | 505,912 USD | 99.38% | 99.38% |
12/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,230 USD | 507,116 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,100 USD | 506,550 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,420 USD | 505,711 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,570 USD | 505,784 USD | 98.78% | 98.78% |