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% | 103.90 % | 104.90 % | 500,000 | 500,000 | 146,758 | 146,758 | 152,995 USD | 154,464 USD | 99.01% | 99.01% |
19/11/2024 | 2.21% | 104.00 % | 105.00 % | 500,000 | 500,000 | 130,604 | 130,604 | 135,623 USD | 137,255 USD | 100.00% | 100.00% |
18/11/2024 | 0.82% | 102.40 % | 103.20 % | 500,000 | 500,000 | 145,452 | 145,452 | 148,499 USD | 149,670 USD | 99.77% | 99.77% |
15/11/2024 | 0.79% | 103.10 % | 103.90 % | 500,000 | 500,000 | 144,901 | 144,901 | 149,677 USD | 150,838 USD | 98.23% | 98.23% |
14/11/2024 | 0.99% | 104.10 % | 105.10 % | 500,000 | 500,000 | 145,716 | 145,716 | 151,498 USD | 152,962 USD | 99.10% | 99.10% |
13/11/2024 | 0.99% | 103.80 % | 104.80 % | 500,000 | 500,000 | 144,458 | 144,458 | 150,086 USD | 151,539 USD | 100.00% | 100.00% |
12/11/2024 | 2.02% | 104.00 % | 104.80 % | 500,000 | 500,000 | 115,828 | 115,828 | 120,531 USD | 121,904 USD | 100.00% | 100.00% |
11/11/2024 | 0.81% | 103.30 % | 104.10 % | 500,000 | 500,000 | 144,348 | 144,348 | 149,303 USD | 150,466 USD | 100.00% | 100.00% |
08/11/2024 | 1.09% | 103.60 % | 104.60 % | 500,000 | 500,000 | 140,427 | 140,427 | 145,320 USD | 146,739 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 103.90 % | 104.90 % | 500,000 | 500,000 | 145,521 | 145,521 | 151,003 USD | 152,465 USD | 99.23% | 99.23% |