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 | 1.59% | 102.30 % | 102.80 % | 500,000 | 500,000 | 145,195 | 145,195 | 148,607 USD | 149,890 USD | 99.65% | 99.65% |
19/11/2024 | 1.59% | 102.30 % | 102.80 % | 500,000 | 500,000 | 145,048 | 145,048 | 148,013 USD | 149,295 USD | 100.00% | 100.00% |
18/11/2024 | 1.59% | 101.90 % | 102.40 % | 500,000 | 500,000 | 145,070 | 145,070 | 147,692 USD | 148,974 USD | 99.78% | 99.78% |
15/11/2024 | 1.59% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,044 | 145,044 | 147,933 USD | 149,215 USD | 100.00% | 100.00% |
14/11/2024 | 1.59% | 102.30 % | 102.80 % | 500,000 | 500,000 | 145,893 | 145,893 | 149,161 USD | 150,445 USD | 99.10% | 99.10% |
13/11/2024 | 1.59% | 102.40 % | 102.90 % | 500,000 | 500,000 | 145,043 | 145,043 | 148,684 USD | 149,966 USD | 100.00% | 100.00% |
12/11/2024 | 1.68% | 102.70 % | 103.20 % | 500,000 | 500,000 | 137,964 | 137,964 | 140,518 USD | 141,711 USD | 99.55% | 99.55% |
11/11/2024 | 1.60% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,959 | 144,959 | 147,613 USD | 148,895 USD | 99.87% | 99.87% |
08/11/2024 | 1.61% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,036 | 145,036 | 146,589 USD | 147,871 USD | 100.00% | 100.00% |
07/11/2024 | 1.62% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,727 | 145,727 | 147,120 USD | 148,405 USD | 99.11% | 99.11% |