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 | 0.51% | 99.00 % | 99.50 % | 500,000 | 500,000 | 147,021 | 147,021 | 145,693 USD | 146,429 USD | 99.01% | 99.01% |
19/11/2024 | 0.33% | 98.60 % | 98.91 % | 500,000 | 500,000 | 147,466 | 147,466 | 145,511 USD | 145,969 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,564 | 145,564 | 143,590 USD | 144,318 USD | 98.83% | 98.83% |
15/11/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 146,390 | 146,390 | 144,700 USD | 145,433 USD | 99.72% | 99.72% |
14/11/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,714 | 145,714 | 144,409 USD | 145,141 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,845 | 144,845 | 144,135 USD | 144,863 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,825 | 144,825 | 143,463 USD | 144,191 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 144,843 | 144,843 | 143,488 USD | 144,215 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,841 | 144,841 | 143,752 USD | 144,480 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,570 | 145,570 | 145,244 USD | 145,976 USD | 99.23% | 99.23% |