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 | 0.86% | 103.30 % | 104.10 % | 500,000 | 500,000 | 140,212 | 140,212 | 144,818 USD | 145,944 USD | 97.95% | 97.95% |
19/11/2024 | 0.97% | 103.20 % | 104.20 % | 500,000 | 500,000 | 147,830 | 147,830 | 152,416 USD | 153,896 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 103.10 % | 104.10 % | 500,000 | 500,000 | 148,251 | 148,251 | 152,815 USD | 154,297 USD | 100.00% | 100.00% |
15/11/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 148,115 | 148,115 | 152,863 USD | 154,048 USD | 100.00% | 100.00% |
14/11/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 147,972 | 147,972 | 152,866 USD | 154,051 USD | 100.00% | 100.00% |
13/11/2024 | 0.97% | 103.20 % | 104.20 % | 500,000 | 500,000 | 148,175 | 148,175 | 152,814 USD | 154,296 USD | 100.00% | 100.00% |
12/11/2024 | 0.96% | 103.20 % | 104.20 % | 500,000 | 500,000 | 148,175 | 148,175 | 152,967 USD | 154,449 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 103.40 % | 104.20 % | 500,000 | 500,000 | 147,669 | 147,669 | 152,686 USD | 153,870 USD | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 148,227 | 148,227 | 152,838 USD | 154,024 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 148,970 | 148,970 | 153,202 USD | 154,692 USD | 99.23% | 99.23% |