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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.47% | 106.50 % | 107.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,125 USD | 267,375 USD | 99.49% | 99.49% |
20/11/2024 | 0.47% | 106.12 % | 106.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,791 USD | 267,041 USD | 99.48% | 99.48% |
19/11/2024 | 0.47% | 106.29 % | 106.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,603 USD | 267,853 USD | 88.83% | 88.83% |
18/11/2024 | 0.47% | 106.32 % | 106.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,077 USD | 267,327 USD | 99.15% | 99.15% |
15/11/2024 | 0.47% | 106.24 % | 106.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,321 USD | 267,571 USD | 99.48% | 99.48% |
14/11/2024 | 0.47% | 106.86 % | 107.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,836 USD | 268,086 USD | 99.47% | 99.47% |
13/11/2024 | 0.47% | 106.13 % | 106.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,642 USD | 265,892 USD | 99.46% | 99.46% |
12/11/2024 | 0.47% | 105.80 % | 106.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,670 USD | 266,920 USD | 98.20% | 98.20% |
11/11/2024 | 0.46% | 106.79 % | 107.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,345 USD | 269,595 USD | 99.49% | 99.49% |
08/11/2024 | 0.46% | 107.50 % | 108.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,212 USD | 269,462 USD | 99.31% | 99.31% |