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 | 1.65% | 97.90 % | 98.40 % | 500,000 | 500,000 | 145,197 | 145,197 | 142,122 USD | 143,402 USD | 99.64% | 99.64% |
19/11/2024 | 1.65% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,045 | 145,045 | 142,095 USD | 143,375 USD | 100.00% | 100.00% |
18/11/2024 | 1.65% | 98.30 % | 98.80 % | 500,000 | 500,000 | 145,081 | 145,081 | 142,433 USD | 143,712 USD | 99.77% | 99.77% |
15/11/2024 | 1.65% | 98.20 % | 98.70 % | 500,000 | 500,000 | 144,256 | 144,256 | 141,857 USD | 143,134 USD | 99.03% | 99.03% |
14/11/2024 | 1.64% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,912 | 145,912 | 143,899 USD | 145,180 USD | 99.10% | 99.10% |
13/11/2024 | 1.65% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,049 | 145,049 | 142,859 USD | 144,138 USD | 100.00% | 100.00% |
12/11/2024 | 1.64% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,043 | 145,043 | 143,196 USD | 144,476 USD | 100.00% | 100.00% |
11/11/2024 | 1.63% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,970 | 144,970 | 143,984 USD | 145,263 USD | 99.87% | 99.87% |
08/11/2024 | 1.64% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,040 | 145,040 | 143,750 USD | 145,029 USD | 100.00% | 100.00% |
07/11/2024 | 1.63% | 99.40 % | 99.90 % | 500,000 | 500,000 | 145,800 | 145,800 | 144,711 USD | 145,992 USD | 99.24% | 99.24% |