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 | 1.17% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,197 | 145,197 | 142,605 USD | 143,653 USD | 99.64% | 99.64% |
19/11/2024 | 1.12% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,786 | 144,786 | 142,738 USD | 143,759 USD | 100.00% | 100.00% |
18/11/2024 | 1.16% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,083 | 145,083 | 143,122 USD | 144,164 USD | 99.77% | 99.77% |
15/11/2024 | 1.15% | 98.40 % | 98.90 % | 500,000 | 500,000 | 144,208 | 144,208 | 142,020 USD | 143,053 USD | 99.04% | 99.04% |
14/11/2024 | 1.12% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,695 | 145,695 | 144,038 USD | 145,061 USD | 99.10% | 99.10% |
13/11/2024 | 4.97% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,946 | 144,946 | 142,917 USD | 145,875 USD | 99.83% | 99.83% |
12/11/2024 | 2.74% | 98.30 % | 98.80 % | 500,000 | 500,000 | 144,566 | 144,566 | 142,251 USD | 144,057 USD | 99.69% | 99.69% |
11/11/2024 | 0.65% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,966 | 144,966 | 143,017 USD | 143,808 USD | 99.87% | 99.87% |
08/11/2024 | 0.68% | 98.20 % | 98.70 % | 500,000 | 500,000 | 144,396 | 144,396 | 141,633 USD | 142,430 USD | 100.00% | 100.00% |
07/11/2024 | 0.66% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,281 | 145,281 | 142,901 USD | 143,693 USD | 99.11% | 99.11% |