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 | 0.69% | 101.04 % | 101.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,897 USD | 152,947 USD | 100.00% | 100.00% |
19/11/2024 | 0.69% | 100.97 % | 101.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,402 USD | 152,452 USD | 75.98% | 75.98% |
18/11/2024 | 0.69% | 100.92 % | 101.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,310 USD | 152,360 USD | 99.66% | 99.66% |
15/11/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,516 USD | 152,566 USD | 100.00% | 100.00% |
14/11/2024 | 0.69% | 101.15 % | 101.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,833 USD | 152,883 USD | 100.00% | 100.00% |
13/11/2024 | 0.69% | 101.13 % | 101.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,797 USD | 152,847 USD | 100.00% | 100.00% |
12/11/2024 | 0.69% | 101.26 % | 101.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,933 USD | 152,983 USD | 98.71% | 98.71% |
11/11/2024 | 0.69% | 101.08 % | 101.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,972 USD | 153,022 USD | 100.00% | 100.00% |
08/11/2024 | 0.69% | 100.93 % | 101.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,067 USD | 152,117 USD | 99.84% | 99.84% |
07/11/2024 | 0.70% | 100.70 % | 101.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,656 USD | 150,706 USD | 90.18% | 90.18% |