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 | 0.70% | 100.02 % | 100.72 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,404 USD | 302,504 USD | 100.00% | 100.00% |
19/11/2024 | 0.70% | 100.06 % | 100.76 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,567 USD | 302,667 USD | 89.40% | 89.40% |
18/11/2024 | 0.70% | 100.02 % | 100.72 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,081 USD | 302,181 USD | 99.66% | 99.66% |
15/11/2024 | 0.70% | 99.89 % | 100.59 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,207 USD | 302,307 USD | 100.00% | 100.00% |
14/11/2024 | 0.70% | 100.11 % | 100.81 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,115 USD | 302,215 USD | 100.00% | 100.00% |
13/11/2024 | 0.70% | 99.73 % | 100.43 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,215 USD | 301,315 USD | 100.00% | 100.00% |
12/11/2024 | 0.68% | 102.72 % | 103.42 % | 300,000 | 300,000 | 300,000 | 300,000 | 308,737 USD | 310,837 USD | 98.71% | 98.71% |
11/11/2024 | 0.68% | 103.05 % | 103.75 % | 300,000 | 300,000 | 300,000 | 300,000 | 309,872 USD | 311,972 USD | 100.00% | 100.00% |
08/11/2024 | 0.68% | 103.34 % | 104.04 % | 300,000 | 300,000 | 300,000 | 300,000 | 309,809 USD | 311,909 USD | 99.84% | 99.84% |
07/11/2024 | 0.68% | 103.12 % | 103.82 % | 300,000 | 300,000 | 300,000 | 300,000 | 308,862 USD | 310,962 USD | 100.00% | 100.00% |