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 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 143,085 | 143,085 | 145,572 USD | 146,716 USD | 98.58% | 98.58% |
19/11/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,192 | 148,192 | 150,608 USD | 152,090 USD | 100.00% | 100.00% |
18/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 148,258 | 148,258 | 150,607 USD | 152,090 USD | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,287 | 148,287 | 150,882 USD | 152,069 USD | 100.00% | 100.00% |
14/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 148,200 | 148,200 | 150,969 USD | 152,154 USD | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 148,141 | 148,141 | 150,505 USD | 151,987 USD | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 148,297 | 148,297 | 150,736 USD | 152,219 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,140 | 148,140 | 150,738 USD | 151,925 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 148,160 | 148,160 | 150,588 USD | 151,774 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 148,839 | 148,839 | 150,951 USD | 152,439 USD | 99.23% | 99.23% |