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 | 0.53% | 96.00 % | 96.50 % | 500,000 | 500,000 | 146,316 | 146,316 | 140,952 USD | 141,685 USD | 99.64% | 99.64% |
19/11/2024 | 0.53% | 95.90 % | 96.40 % | 500,000 | 500,000 | 147,526 | 147,526 | 141,524 USD | 142,263 USD | 100.00% | 100.00% |
18/11/2024 | 0.54% | 97.20 % | 97.70 % | 500,000 | 500,000 | 146,112 | 146,112 | 141,335 USD | 142,069 USD | 99.78% | 99.78% |
15/11/2024 | 0.53% | 95.80 % | 96.30 % | 500,000 | 500,000 | 147,417 | 147,417 | 141,609 USD | 142,347 USD | 100.00% | 100.00% |
14/11/2024 | 0.54% | 96.70 % | 97.20 % | 500,000 | 500,000 | 145,255 | 145,255 | 140,714 USD | 141,446 USD | 99.10% | 99.10% |
13/11/2024 | 0.62% | 96.90 % | 97.40 % | 500,000 | 500,000 | 122,579 | 122,579 | 119,144 USD | 119,983 USD | 100.00% | 100.00% |
12/11/2024 | 0.54% | 96.90 % | 97.40 % | 500,000 | 500,000 | 144,376 | 144,376 | 140,309 USD | 141,036 USD | 100.00% | 100.00% |
11/11/2024 | 0.53% | 97.50 % | 98.00 % | 500,000 | 500,000 | 144,414 | 144,414 | 140,903 USD | 141,631 USD | 100.00% | 100.00% |
08/11/2024 | 0.53% | 98.50 % | 99.00 % | 500,000 | 500,000 | 143,269 | 143,269 | 141,054 USD | 141,776 USD | 99.76% | 99.76% |
07/11/2024 | 0.53% | 98.90 % | 99.40 % | 500,000 | 500,000 | 144,638 | 144,638 | 142,768 USD | 143,495 USD | 100.00% | 100.00% |