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 | 0.57% | 102.10 % | 102.60 % | 500,000 | 500,000 | 134,436 | 134,436 | 137,372 USD | 138,061 USD | 99.01% | 99.01% |
19/11/2024 | 0.50% | 102.30 % | 102.80 % | 500,000 | 500,000 | 147,364 | 147,364 | 150,670 USD | 151,408 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 102.20 % | 102.70 % | 500,000 | 500,000 | 145,139 | 145,139 | 148,192 USD | 148,925 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 102.00 % | 102.50 % | 500,000 | 500,000 | 147,352 | 147,352 | 150,382 USD | 151,119 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 102.20 % | 102.70 % | 500,000 | 500,000 | 145,650 | 145,650 | 148,851 USD | 149,583 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 102.20 % | 102.70 % | 500,000 | 500,000 | 144,328 | 144,328 | 147,476 USD | 148,203 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,830 | 144,830 | 147,763 USD | 148,491 USD | 100.00% | 100.00% |
11/11/2024 | 0.54% | 101.49 % | 103.02 % | 50,000 | 50,000 | 131,095 | 131,095 | 133,709 USD | 134,384 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 101.90 % | 102.40 % | 500,000 | 500,000 | 144,639 | 144,639 | 147,392 USD | 148,119 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,563 | 145,563 | 148,307 USD | 149,038 USD | 99.23% | 99.23% |