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 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,875 USD | 500,938 USD | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,253 USD | 500,626 USD | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,595 USD | 500,298 USD | 99.38% | 99.38% |
15/11/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,220 USD | 502,608 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,830 USD | 503,417 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,780 USD | 502,888 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,110 USD | 502,554 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,380 USD | 503,190 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,700 USD | 503,352 USD | 99.36% | 99.36% |
07/11/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,400 USD | 502,699 USD | 98.78% | 98.78% |