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 | 1.01% | 100.30 % | 101.30 % | 500,000 | 500,000 | 143,317 | 143,317 | 143,812 USD | 145,246 USD | 97.94% | 97.94% |
19/11/2024 | 1.02% | 99.50 % | 100.50 % | 500,000 | 500,000 | 146,991 | 146,991 | 146,056 USD | 147,531 USD | 100.00% | 100.00% |
18/11/2024 | 0.83% | 99.10 % | 99.90 % | 500,000 | 500,000 | 145,526 | 145,526 | 144,100 USD | 145,271 USD | 99.06% | 99.06% |
15/11/2024 | 0.82% | 99.40 % | 100.20 % | 500,000 | 500,000 | 146,996 | 146,996 | 146,300 USD | 147,481 USD | 98.91% | 98.91% |
14/11/2024 | 1.01% | 99.60 % | 100.60 % | 500,000 | 500,000 | 147,493 | 147,493 | 146,845 USD | 148,323 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 147,746 | 147,746 | 147,696 USD | 149,175 USD | 100.00% | 100.00% |
12/11/2024 | 0.81% | 100.60 % | 101.40 % | 500,000 | 500,000 | 147,259 | 147,259 | 148,017 USD | 149,199 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.00 % | 101.80 % | 500,000 | 500,000 | 147,573 | 147,573 | 149,160 USD | 150,343 USD | 100.00% | 100.00% |
08/11/2024 | 0.99% | 101.40 % | 102.40 % | 500,000 | 500,000 | 147,445 | 147,445 | 149,715 USD | 151,192 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 149,379 | 149,379 | 152,166 USD | 153,661 USD | 98.58% | 98.58% |