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% | 102.40 % | 103.20 % | 500,000 | 500,000 | 146,201 | 146,201 | 149,802 USD | 150,973 USD | 99.01% | 99.01% |
19/11/2024 | 1.26% | 101.80 % | 102.80 % | 500,000 | 500,000 | 121,373 | 121,373 | 123,423 USD | 124,985 USD | 100.00% | 100.00% |
18/11/2024 | 1.00% | 102.20 % | 103.20 % | 500,000 | 500,000 | 146,695 | 146,695 | 149,658 USD | 151,127 USD | 99.78% | 99.78% |
15/11/2024 | 0.80% | 102.50 % | 103.30 % | 500,000 | 500,000 | 147,356 | 147,356 | 151,215 USD | 152,396 USD | 100.00% | 100.00% |
14/11/2024 | 1.42% | 103.00 % | 105.80 % | 250,000 | 250,000 | 91,198 | 91,198 | 93,946 USD | 95,847 USD | 98.28% | 98.28% |
13/11/2024 | 1.00% | 102.80 % | 103.80 % | 500,000 | 500,000 | 144,844 | 144,844 | 148,942 USD | 150,397 USD | 100.00% | 100.00% |
12/11/2024 | 1.00% | 102.90 % | 103.90 % | 500,000 | 500,000 | 144,613 | 144,613 | 149,048 USD | 150,503 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.80 % | 103.60 % | 500,000 | 500,000 | 144,962 | 144,962 | 149,144 USD | 150,310 USD | 100.00% | 100.00% |
08/11/2024 | 0.81% | 102.70 % | 103.50 % | 500,000 | 500,000 | 144,556 | 144,556 | 148,461 USD | 149,626 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 103.30 % | 104.30 % | 500,000 | 500,000 | 145,518 | 145,518 | 149,868 USD | 151,330 USD | 99.23% | 99.23% |