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 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 146,171 | 146,171 | 144,887 USD | 145,618 USD | 99.64% | 99.64% |
19/11/2024 | 0.51% | 99.30 % | 99.80 % | 500,000 | 500,000 | 147,336 | 147,336 | 146,094 USD | 146,833 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 99.30 % | 99.80 % | 500,000 | 500,000 | 146,830 | 146,830 | 145,766 USD | 146,500 USD | 99.78% | 99.78% |
15/11/2024 | 0.52% | 99.40 % | 99.90 % | 500,000 | 500,000 | 146,689 | 146,689 | 146,095 USD | 146,833 USD | 100.00% | 100.00% |
14/11/2024 | 0.53% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,014 | 145,014 | 145,131 USD | 145,862 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,809 | 144,809 | 144,792 USD | 145,520 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,834 | 144,834 | 144,380 USD | 145,108 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,722 | 144,722 | 144,301 USD | 145,029 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,685 | 144,685 | 144,415 USD | 145,142 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 146,079 | 146,079 | 145,928 USD | 146,663 USD | 98.58% | 98.58% |