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 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 143,249 | 143,249 | 145,454 USD | 146,886 USD | 98.58% | 98.58% |
19/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 148,143 | 148,143 | 150,442 USD | 151,923 USD | 100.00% | 100.00% |
18/11/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 148,316 | 148,316 | 150,676 USD | 151,862 USD | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 148,297 | 148,297 | 150,629 USD | 151,815 USD | 100.00% | 100.00% |
14/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 148,198 | 148,198 | 150,557 USD | 152,039 USD | 100.00% | 100.00% |
13/11/2024 | 2.33% | 101.40 % | 102.40 % | 500,000 | 500,000 | 148,150 | 148,150 | 150,288 USD | 152,464 USD | 100.00% | 100.00% |
12/11/2024 | 1.40% | 101.60 % | 102.40 % | 500,000 | 500,000 | 148,276 | 148,276 | 150,650 USD | 152,152 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 148,312 | 148,312 | 150,637 USD | 151,824 USD | 100.00% | 100.00% |
08/11/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 148,154 | 148,154 | 150,212 USD | 151,694 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 148,817 | 148,817 | 150,670 USD | 152,158 USD | 99.24% | 99.24% |