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% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,430 USD | 509,217 USD | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,330 USD | 509,165 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,740 USD | 508,869 USD | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,250 USD | 510,126 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,380 USD | 510,188 USD | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,920 USD | 510,461 USD | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.65 % | 102.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,150 USD | 510,575 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,310 USD | 510,654 USD | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.65 % | 102.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,450 USD | 510,727 USD | 99.38% | 99.38% |
07/11/2024 | 0.49% | 101.60 % | 102.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,230 USD | 510,114 USD | 98.78% | 98.78% |