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 | 0.52% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,588 | 145,588 | 147,578 USD | 148,308 USD | 99.64% | 99.64% |
19/11/2024 | 0.64% | 101.30 % | 101.80 % | 500,000 | 500,000 | 121,374 | 121,374 | 122,911 USD | 123,692 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 146,690 | 146,690 | 148,476 USD | 149,211 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 101.40 % | 101.90 % | 500,000 | 500,000 | 147,356 | 147,356 | 149,531 USD | 150,269 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 101.60 % | 103.10 % | 250,000 | 250,000 | 91,198 | 91,198 | 92,672 USD | 93,713 USD | 98.28% | 98.28% |
13/11/2024 | 0.51% | 101.70 % | 102.20 % | 500,000 | 500,000 | 144,846 | 144,846 | 147,296 USD | 148,023 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 101.70 % | 102.20 % | 500,000 | 500,000 | 144,614 | 144,614 | 147,229 USD | 147,957 USD | 100.00% | 100.00% |
11/11/2024 | 0.50% | 101.60 % | 102.10 % | 500,000 | 500,000 | 144,963 | 144,963 | 147,444 USD | 148,173 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 101.80 % | 102.30 % | 500,000 | 500,000 | 144,556 | 144,556 | 147,201 USD | 147,929 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,517 | 145,517 | 148,195 USD | 148,927 USD | 99.23% | 99.23% |