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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.50% | 102.80 % | 103.30 % | 500,000 | 500,000 | 144,899 | 144,899 | 148,202 USD | 148,927 USD | 99.23% | 99.23% |
20/11/2024 | 0.50% | 102.80 % | 103.30 % | 500,000 | 500,000 | 146,215 | 146,215 | 150,606 USD | 151,337 USD | 99.64% | 99.64% |
19/11/2024 | 0.50% | 103.00 % | 103.50 % | 500,000 | 500,000 | 147,557 | 147,557 | 151,611 USD | 152,350 USD | 99.86% | 99.86% |
18/11/2024 | 0.49% | 103.30 % | 103.80 % | 500,000 | 500,000 | 147,862 | 147,862 | 152,986 USD | 153,726 USD | 98.43% | 98.43% |
15/11/2024 | 0.50% | 102.70 % | 103.20 % | 500,000 | 500,000 | 136,017 | 136,017 | 139,473 USD | 140,154 USD | 96.83% | 96.83% |
14/11/2024 | 0.50% | 102.90 % | 103.40 % | 500,000 | 500,000 | 145,569 | 145,588 | 150,029 USD | 150,781 USD | 99.10% | 99.10% |
13/11/2024 | 0.50% | 103.60 % | 104.10 % | 500,000 | 500,000 | 145,364 | 145,364 | 151,066 USD | 151,797 USD | 99.32% | 99.32% |
12/11/2024 | 1.46% | 104.30 % | 104.80 % | 500,000 | 500,000 | 122,167 | 122,147 | 127,535 USD | 128,241 USD | 99.40% | 99.40% |
11/11/2024 | 0.49% | 104.50 % | 105.00 % | 500,000 | 500,000 | 147,076 | 147,076 | 153,698 USD | 154,436 USD | 97.83% | 97.83% |
08/11/2024 | 0.52% | 102.70 % | 103.20 % | 500,000 | 500,000 | 143,757 | 143,757 | 147,741 USD | 148,468 USD | 100.00% | 100.00% |