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 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,450 USD | 479,950 USD | 99.17% | 99.17% |
19/11/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,930 USD | 479,430 USD | 99.17% | 99.17% |
18/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,732 USD | 480,232 USD | 99.16% | 99.16% |
15/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,295 USD | 480,795 USD | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,935 USD | 482,435 USD | 99.12% | 99.12% |
13/11/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,001 USD | 481,501 USD | 99.17% | 99.17% |
12/11/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,882 USD | 483,382 USD | 99.17% | 99.17% |
11/11/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,979 USD | 486,479 USD | 99.17% | 99.17% |
08/11/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,102 USD | 485,602 USD | 99.17% | 99.17% |
07/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,305 USD | 487,805 USD | 98.42% | 98.42% |