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 | 0.72% | 97.27 % | 97.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,628 USD | 146,678 USD | 100.00% | 100.00% |
19/11/2024 | 0.72% | 97.48 % | 98.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,490 USD | 146,540 USD | 89.36% | 89.36% |
18/11/2024 | 0.72% | 96.41 % | 97.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,691 USD | 146,741 USD | 99.66% | 99.66% |
15/11/2024 | 0.70% | 98.09 % | 98.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,819 USD | 149,869 USD | 100.00% | 100.00% |
14/11/2024 | 0.72% | 96.08 % | 96.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,825 USD | 145,875 USD | 100.00% | 100.00% |
13/11/2024 | 0.72% | 95.69 % | 96.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,577 USD | 145,627 USD | 100.00% | 100.00% |
12/11/2024 | 0.71% | 95.11 % | 95.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,624 USD | 147,674 USD | 98.38% | 98.38% |
11/11/2024 | 0.70% | 99.62 % | 100.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,423 USD | 151,473 USD | 100.00% | 100.00% |
08/11/2024 | 0.70% | 99.62 % | 100.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,478 USD | 151,528 USD | 99.84% | 99.84% |
07/11/2024 | 0.71% | 99.99 % | 100.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,275 USD | 148,325 USD | 100.00% | 100.00% |