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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,126 | 145,126 | 145,296 USD | 146,025 USD | 100.00% | 100.00% |
28/08/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,138 | 145,138 | 145,100 USD | 145,830 USD | 100.00% | 100.00% |
27/08/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,374 | 145,374 | 145,590 USD | 146,319 USD | 99.76% | 99.76% |
26/08/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,287 | 145,287 | 145,325 USD | 146,055 USD | 99.84% | 99.84% |
23/08/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,457 | 145,457 | 145,144 USD | 145,873 USD | 99.62% | 99.62% |
22/08/2024 | 0.51% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,440 | 145,440 | 144,796 USD | 145,525 USD | 99.69% | 99.69% |
21/08/2024 | 0.53% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,477 | 144,477 | 143,992 USD | 144,720 USD | 100.00% | 100.00% |
20/08/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,125 | 145,125 | 144,997 USD | 145,726 USD | 100.00% | 100.00% |
19/08/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,820 | 145,820 | 145,971 USD | 146,704 USD | 99.29% | 99.29% |
16/08/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,028 | 145,028 | 144,571 USD | 145,300 USD | 100.00% | 100.00% |