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 | 0.50% | 100.58 % | 101.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,740 USD | 506,240 USD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.74 % | 101.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,222 USD | 505,722 USD | 89.36% | 89.36% |
18/11/2024 | 0.50% | 100.77 % | 101.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,332 USD | 505,832 USD | 99.66% | 99.66% |
15/11/2024 | 0.49% | 100.73 % | 101.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,161 USD | 506,661 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 100.97 % | 101.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,884 USD | 507,384 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 100.94 % | 101.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,461 USD | 506,961 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 100.89 % | 101.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,538 USD | 507,038 USD | 98.71% | 98.71% |
11/11/2024 | 0.49% | 100.93 % | 101.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,656 USD | 507,156 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 100.97 % | 101.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,646 USD | 507,146 USD | 99.83% | 99.83% |
07/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,173 USD | 506,673 USD | 100.00% | 100.00% |