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 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 143,367 | 143,367 | 143,618 USD | 145,053 USD | 97.83% | 97.83% |
19/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 147,894 | 147,894 | 147,578 USD | 149,057 USD | 99.92% | 99.92% |
18/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 148,218 | 148,218 | 147,094 USD | 148,280 USD | 100.00% | 100.00% |
15/11/2024 | 0.82% | 98.60 % | 99.40 % | 500,000 | 500,000 | 147,392 | 147,392 | 145,831 USD | 147,013 USD | 100.00% | 100.00% |
14/11/2024 | 1.01% | 99.50 % | 100.50 % | 500,000 | 500,000 | 147,505 | 147,505 | 146,961 USD | 148,439 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 100.20 % | 101.20 % | 500,000 | 500,000 | 148,185 | 148,185 | 148,299 USD | 149,781 USD | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 148,206 | 148,206 | 149,101 USD | 150,287 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 148,160 | 148,160 | 149,923 USD | 151,109 USD | 100.00% | 100.00% |
08/11/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 148,127 | 148,127 | 150,735 USD | 152,216 USD | 100.00% | 100.00% |
07/11/2024 | 0.98% | 102.10 % | 103.10 % | 500,000 | 500,000 | 149,515 | 149,515 | 152,361 USD | 153,856 USD | 98.58% | 98.58% |