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 | 0.47% | 105.76 % | 106.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,027 USD | 266,277 USD | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.92 % | 106.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,817 USD | 266,067 USD | 89.35% | 89.35% |
18/11/2024 | 0.47% | 105.97 % | 106.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,886 USD | 266,136 USD | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.95 % | 106.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,718 USD | 265,968 USD | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.07 % | 106.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,227 USD | 266,477 USD | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.11 % | 106.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,855 USD | 266,105 USD | 99.97% | 99.97% |
12/11/2024 | 0.47% | 105.91 % | 106.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,766 USD | 266,016 USD | 98.70% | 98.70% |
11/11/2024 | 0.47% | 105.79 % | 106.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,823 USD | 266,073 USD | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.76 % | 106.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,356 USD | 265,606 USD | 99.82% | 99.82% |
07/11/2024 | 0.47% | 105.62 % | 106.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,188 USD | 265,438 USD | 100.00% | 100.00% |