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 | 0.69% | 101.47 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,081 USD | 255,831 USD | 100.00% | 100.00% |
19/11/2024 | 0.69% | 101.42 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,490 USD | 255,240 USD | 89.40% | 89.40% |
18/11/2024 | 0.69% | 101.59 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,030 USD | 255,780 USD | 99.68% | 99.68% |
15/11/2024 | 0.69% | 101.70 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,201 USD | 255,951 USD | 100.00% | 100.00% |
14/11/2024 | 0.69% | 101.72 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,367 USD | 256,117 USD | 100.00% | 100.00% |
13/11/2024 | 0.69% | 101.72 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,054 USD | 255,804 USD | 100.00% | 100.00% |
12/11/2024 | 0.69% | 101.66 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,197 USD | 255,947 USD | 98.71% | 98.71% |
11/11/2024 | 0.69% | 101.63 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,305 USD | 256,055 USD | 100.00% | 100.00% |
08/11/2024 | 0.69% | 101.70 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,028 USD | 255,778 USD | 99.83% | 99.83% |
07/11/2024 | 0.69% | 101.44 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,508 USD | 255,258 USD | 100.00% | 100.00% |