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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/11/2024 | 0.59% | 101.36 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,944 USD | 255,444 USD | 100.00% | 100.00% |
25/11/2024 | 0.59% | 101.76 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,960 USD | 255,460 USD | 100.00% | 100.00% |
22/11/2024 | 0.59% | 101.10 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,459 USD | 252,959 USD | 100.00% | 100.00% |
20/11/2024 | 0.60% | 99.25 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,506 USD | 251,006 USD | 100.00% | 100.00% |
19/11/2024 | 0.60% | 99.39 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,469 USD | 250,969 USD | 89.38% | 89.38% |
18/11/2024 | 0.60% | 99.97 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,479 USD | 251,979 USD | 99.66% | 99.66% |
15/11/2024 | 0.60% | 99.92 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,671 USD | 251,171 USD | 100.00% | 100.00% |
14/11/2024 | 0.59% | 100.16 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,375 USD | 252,875 USD | 100.00% | 100.00% |
13/11/2024 | 0.60% | 100.45 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,266 USD | 251,766 USD | 100.00% | 100.00% |
12/11/2024 | 0.59% | 100.29 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,090 USD | 253,590 USD | 98.75% | 98.75% |