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 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 146,789 | 146,789 | 147,299 USD | 148,034 USD | 99.01% | 99.01% |
19/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 147,336 | 147,336 | 147,930 USD | 148,669 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 146,832 | 146,832 | 147,422 USD | 148,157 USD | 99.78% | 99.78% |
15/11/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 146,683 | 146,683 | 147,543 USD | 148,280 USD | 100.00% | 100.00% |
14/11/2024 | 0.52% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,013 | 145,013 | 146,250 USD | 146,982 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,808 | 144,808 | 146,154 USD | 146,881 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,835 | 144,835 | 145,982 USD | 146,710 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,722 | 144,722 | 145,694 USD | 146,421 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,684 | 144,684 | 145,552 USD | 146,279 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 146,085 | 146,085 | 147,631 USD | 148,366 USD | 98.58% | 98.58% |