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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.58% | 102.50 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,395 USD | 257,895 USD | 100.00% | 100.00% |
22/11/2024 | 0.59% | 102.03 % | 102.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,537 USD | 256,037 USD | 100.00% | 100.00% |
20/11/2024 | 0.59% | 100.72 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,853 USD | 254,353 USD | 100.00% | 100.00% |
19/11/2024 | 0.59% | 101.01 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,252 USD | 254,752 USD | 89.38% | 89.38% |
18/11/2024 | 0.59% | 101.32 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,437 USD | 255,937 USD | 99.66% | 99.66% |
15/11/2024 | 0.59% | 101.65 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,684 USD | 256,184 USD | 100.00% | 100.00% |
14/11/2024 | 0.59% | 102.18 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,345 USD | 256,845 USD | 92.36% | 92.36% |
13/11/2024 | 0.59% | 102.00 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,639 USD | 256,139 USD | 100.00% | 100.00% |
12/11/2024 | 0.59% | 101.85 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,539 USD | 256,039 USD | 98.75% | 98.75% |
11/11/2024 | 0.59% | 101.83 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,020 USD | 256,520 USD | 100.00% | 100.00% |