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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 147,442 | 147,442 | 145,649 USD | 146,387 USD | 100.00% | 100.00% |
22/11/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 147,515 | 147,515 | 145,164 USD | 145,903 USD | 99.90% | 99.90% |
20/11/2024 | 0.51% | 99.80 % | 100.30 % | 500,000 | 500,000 | 146,512 | 146,512 | 146,341 USD | 147,074 USD | 99.52% | 99.52% |
19/11/2024 | 0.58% | 99.60 % | 100.10 % | 500,000 | 500,000 | 130,404 | 130,404 | 129,723 USD | 130,543 USD | 99.92% | 99.92% |
18/11/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 146,870 | 146,870 | 146,566 USD | 147,300 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 99.40 % | 99.90 % | 500,000 | 500,000 | 147,362 | 147,362 | 146,690 USD | 147,427 USD | 100.00% | 100.00% |
14/11/2024 | 0.53% | 99.70 % | 100.20 % | 500,000 | 500,000 | 144,791 | 144,365 | 144,622 USD | 144,937 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,837 | 144,837 | 144,896 USD | 145,624 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,038 | 144,038 | 144,245 USD | 144,969 USD | 99.56% | 99.56% |
11/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,990 | 144,990 | 145,202 USD | 145,930 USD | 99.87% | 99.87% |