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 | 0.82% | 98.80 % | 99.60 % | 500,000 | 500,000 | 146,397 | 146,397 | 144,888 USD | 146,060 USD | 99.64% | 99.64% |
19/11/2024 | 0.83% | 98.90 % | 99.70 % | 500,000 | 500,000 | 147,466 | 147,466 | 145,879 USD | 147,060 USD | 100.00% | 100.00% |
18/11/2024 | 1.03% | 98.90 % | 99.90 % | 500,000 | 500,000 | 145,552 | 145,552 | 143,869 USD | 145,325 USD | 98.83% | 98.83% |
15/11/2024 | 0.82% | 99.00 % | 99.80 % | 500,000 | 500,000 | 146,390 | 146,390 | 145,270 USD | 146,442 USD | 99.72% | 99.72% |
14/11/2024 | 0.83% | 99.60 % | 100.40 % | 500,000 | 500,000 | 145,714 | 145,714 | 145,184 USD | 146,357 USD | 99.10% | 99.10% |
13/11/2024 | 1.03% | 99.30 % | 100.30 % | 500,000 | 500,000 | 144,846 | 144,846 | 143,773 USD | 145,228 USD | 100.00% | 100.00% |
12/11/2024 | 1.04% | 99.40 % | 100.40 % | 500,000 | 500,000 | 144,825 | 144,825 | 143,817 USD | 145,272 USD | 100.00% | 100.00% |
11/11/2024 | 0.83% | 99.20 % | 100.00 % | 500,000 | 500,000 | 144,849 | 144,849 | 144,062 USD | 145,227 USD | 100.00% | 100.00% |
08/11/2024 | 0.83% | 99.50 % | 100.30 % | 500,000 | 500,000 | 144,842 | 144,842 | 144,223 USD | 145,388 USD | 100.00% | 100.00% |
07/11/2024 | 1.04% | 99.60 % | 100.60 % | 500,000 | 500,000 | 145,562 | 145,562 | 144,646 USD | 146,108 USD | 99.24% | 99.24% |