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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.08% | 98.40 % | 99.40 % | 500,000 | 500,000 | 148,241 | 148,241 | 145,577 USD | 147,091 USD | 100.00% | 100.00% |
22/11/2024 | 0.89% | 97.50 % | 98.30 % | 500,000 | 500,000 | 148,124 | 148,124 | 144,281 USD | 145,500 USD | 100.00% | 100.00% |
20/11/2024 | 1.10% | 96.70 % | 97.70 % | 500,000 | 500,000 | 143,195 | 143,195 | 138,494 USD | 139,959 USD | 98.59% | 98.59% |
19/11/2024 | 1.09% | 96.80 % | 97.80 % | 500,000 | 500,000 | 148,035 | 148,035 | 143,353 USD | 144,866 USD | 100.00% | 100.00% |
18/11/2024 | 0.89% | 97.20 % | 98.00 % | 500,000 | 500,000 | 147,796 | 147,796 | 143,459 USD | 144,676 USD | 100.00% | 100.00% |
15/11/2024 | 0.88% | 97.20 % | 98.00 % | 500,000 | 500,000 | 148,153 | 148,153 | 144,565 USD | 145,784 USD | 100.00% | 100.00% |
14/11/2024 | 1.08% | 98.30 % | 99.30 % | 500,000 | 500,000 | 148,311 | 148,311 | 145,854 USD | 147,369 USD | 100.00% | 100.00% |
13/11/2024 | 4.15% | 98.40 % | 99.40 % | 500,000 | 500,000 | 147,572 | 147,572 | 145,252 USD | 148,325 USD | 99.82% | 99.82% |
12/11/2024 | 2.67% | 98.50 % | 99.30 % | 500,000 | 500,000 | 147,418 | 147,418 | 145,298 USD | 147,423 USD | 99.75% | 99.75% |
11/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 148,215 | 148,215 | 146,339 USD | 147,525 USD | 100.00% | 100.00% |