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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.46% | 111.60 % | 112.10 % | 500,000 | 500,000 | 144,899 | 144,899 | 161,521 USD | 162,246 USD | 99.23% | 99.23% |
20/11/2024 | 0.46% | 111.30 % | 111.80 % | 500,000 | 500,000 | 146,835 | 146,835 | 163,510 USD | 164,245 USD | 99.01% | 99.01% |
19/11/2024 | 0.46% | 111.50 % | 112.00 % | 500,000 | 500,000 | 147,554 | 147,554 | 164,395 USD | 165,134 USD | 99.86% | 99.86% |
18/11/2024 | 0.46% | 111.30 % | 111.80 % | 500,000 | 500,000 | 147,869 | 147,869 | 164,740 USD | 165,480 USD | 98.43% | 98.43% |
15/11/2024 | 0.46% | 111.10 % | 111.60 % | 500,000 | 500,000 | 136,016 | 136,016 | 151,103 USD | 151,785 USD | 96.83% | 96.83% |
14/11/2024 | 0.46% | 111.30 % | 111.80 % | 500,000 | 500,000 | 145,586 | 145,586 | 162,132 USD | 162,863 USD | 99.10% | 99.10% |
13/11/2024 | 0.46% | 111.30 % | 111.80 % | 500,000 | 500,000 | 145,364 | 145,364 | 161,891 USD | 162,622 USD | 99.32% | 99.32% |
12/11/2024 | 1.38% | 111.50 % | 112.00 % | 500,000 | 500,000 | 122,167 | 122,167 | 136,214 USD | 136,942 USD | 99.40% | 99.40% |
11/11/2024 | 0.46% | 111.50 % | 112.00 % | 500,000 | 500,000 | 147,076 | 147,076 | 164,091 USD | 164,829 USD | 97.83% | 97.83% |
08/11/2024 | 0.48% | 110.90 % | 111.40 % | 500,000 | 500,000 | 143,759 | 143,759 | 159,601 USD | 160,329 USD | 100.00% | 100.00% |