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 | 1.01% | 99.10 % | 100.10 % | 500,000 | 500,000 | 143,670 | 143,670 | 142,207 USD | 143,644 USD | 97.95% | 97.95% |
19/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 148,048 | 148,048 | 145,676 USD | 147,157 USD | 100.00% | 100.00% |
18/11/2024 | 0.82% | 98.40 % | 99.20 % | 500,000 | 500,000 | 147,805 | 147,805 | 145,389 USD | 146,573 USD | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 148,138 | 148,138 | 145,572 USD | 146,758 USD | 100.00% | 100.00% |
14/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 148,149 | 148,149 | 147,832 USD | 149,313 USD | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,195 | 148,195 | 148,478 USD | 149,960 USD | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 148,201 | 148,201 | 149,200 USD | 150,386 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,215 | 148,215 | 148,613 USD | 149,799 USD | 100.00% | 100.00% |
08/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,155 | 148,155 | 146,917 USD | 148,399 USD | 100.00% | 100.00% |
07/11/2024 | 1.02% | 99.30 % | 100.30 % | 500,000 | 500,000 | 148,670 | 148,670 | 147,778 USD | 149,271 USD | 99.10% | 99.10% |