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 | 0.71% | 98.37 % | 99.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,797 USD | 148,847 USD | 100.00% | 100.00% |
19/11/2024 | 0.71% | 98.40 % | 99.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,868 USD | 148,918 USD | 89.40% | 89.40% |
18/11/2024 | 0.71% | 98.66 % | 99.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,855 USD | 148,905 USD | 99.65% | 99.65% |
15/11/2024 | 0.71% | 98.53 % | 99.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,276 USD | 149,326 USD | 100.00% | 100.00% |
14/11/2024 | 0.70% | 99.25 % | 99.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,754 USD | 149,804 USD | 100.00% | 100.00% |
13/11/2024 | 0.70% | 98.98 % | 99.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,551 USD | 149,601 USD | 100.00% | 100.00% |
12/11/2024 | 0.70% | 99.07 % | 99.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,605 USD | 149,655 USD | 98.71% | 98.71% |
11/11/2024 | 0.70% | 99.16 % | 99.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,855 USD | 149,905 USD | 100.00% | 100.00% |
08/11/2024 | 0.70% | 99.16 % | 99.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,587 USD | 149,637 USD | 99.84% | 99.84% |
07/11/2024 | 0.70% | 98.89 % | 99.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,457 USD | 149,507 USD | 100.00% | 100.00% |