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 | 0.49% | 101.87 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,338 USD | 256,588 USD | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.05 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,090 USD | 256,340 USD | 89.38% | 89.38% |
18/11/2024 | 0.49% | 102.14 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,189 USD | 256,439 USD | 99.67% | 99.67% |
15/11/2024 | 0.49% | 102.18 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,211 USD | 256,461 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.29 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,858 USD | 257,108 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.35 % | 102.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,394 USD | 256,644 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.14 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,304 USD | 256,554 USD | 98.70% | 98.70% |
11/11/2024 | 0.49% | 102.10 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,712 USD | 256,962 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.07 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,944 USD | 256,194 USD | 99.85% | 99.85% |
07/11/2024 | 0.49% | 101.85 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,725 USD | 255,975 USD | 100.00% | 100.00% |