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 | 1.05% | 103.50 % | 104.50 % | 500,000 | 500,000 | 139,623 | 139,623 | 144,482 USD | 145,883 USD | 98.58% | 98.58% |
19/11/2024 | 0.97% | 103.50 % | 104.50 % | 500,000 | 500,000 | 147,738 | 147,738 | 152,806 USD | 154,285 USD | 100.00% | 100.00% |
18/11/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 148,229 | 148,229 | 153,505 USD | 154,691 USD | 100.00% | 100.00% |
15/11/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 148,121 | 148,121 | 153,232 USD | 154,417 USD | 100.00% | 100.00% |
14/11/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 147,978 | 147,978 | 153,183 USD | 154,663 USD | 100.00% | 100.00% |
13/11/2024 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 148,256 | 148,256 | 153,488 USD | 154,970 USD | 100.00% | 100.00% |
12/11/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 148,171 | 148,171 | 153,635 USD | 154,821 USD | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 147,741 | 147,741 | 153,420 USD | 154,604 USD | 100.00% | 100.00% |
08/11/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 148,207 | 148,207 | 153,236 USD | 154,718 USD | 100.00% | 100.00% |
07/11/2024 | 0.96% | 103.10 % | 104.10 % | 500,000 | 500,000 | 148,988 | 148,988 | 153,807 USD | 155,296 USD | 99.23% | 99.23% |