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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 2.71% | 98.90 % | 99.70 % | 500,000 | 500,000 | 144,911 | 144,911 | 143,811 USD | 145,910 USD | 100.00% | 100.00% |
25/09/2024 | 2.74% | 99.50 % | 100.30 % | 500,000 | 500,000 | 144,370 | 144,370 | 143,193 USD | 145,279 USD | 99.92% | 99.92% |
24/09/2024 | 2.93% | 97.50 % | 98.50 % | 500,000 | 500,000 | 145,002 | 145,002 | 142,395 USD | 144,787 USD | 100.00% | 100.00% |
23/09/2024 | 2.97% | 99.60 % | 100.60 % | 500,000 | 500,000 | 142,011 | 142,011 | 140,683 USD | 142,987 USD | 99.83% | 99.83% |
20/09/2024 | 2.87% | 95.80 % | 96.60 % | 500,000 | 500,000 | 144,573 | 144,573 | 137,264 USD | 139,358 USD | 100.00% | 100.00% |
19/09/2024 | 2.86% | 94.90 % | 95.70 % | 500,000 | 500,000 | 145,292 | 145,292 | 136,891 USD | 138,991 USD | 99.58% | 99.58% |
18/09/2024 | 3.06% | 94.20 % | 95.20 % | 500,000 | 500,000 | 145,005 | 145,005 | 136,788 USD | 139,175 USD | 99.61% | 99.61% |
12/09/2024 | 3.07% | 95.80 % | 96.80 % | 500,000 | 500,000 | 142,083 | 142,083 | 135,098 USD | 137,477 USD | 99.19% | 99.19% |
11/09/2024 | 5.38% | 99.90 % | 100.90 % | 500,000 | 500,000 | 143,425 | 143,425 | 143,162 USD | 146,767 USD | 99.68% | 99.68% |
10/09/2024 | 2.58% | 104.80 % | 105.60 % | 500,000 | 500,000 | 144,493 | 144,493 | 151,437 USD | 153,527 USD | 100.00% | 100.00% |