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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.60% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,847 | 144,847 | 145,637 USD | 146,407 USD | 100.00% | 100.00% |
22/11/2024 | 0.60% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,927 | 144,927 | 145,481 USD | 146,250 USD | 99.90% | 99.90% |
20/11/2024 | 0.59% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,201 | 145,201 | 145,602 USD | 146,372 USD | 99.64% | 99.64% |
19/11/2024 | 0.60% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,661 | 144,661 | 145,094 USD | 145,864 USD | 100.00% | 100.00% |
18/11/2024 | 0.59% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,086 | 145,086 | 145,628 USD | 146,397 USD | 99.77% | 99.77% |
15/11/2024 | 0.59% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,354 | 144,354 | 144,935 USD | 145,700 USD | 99.04% | 99.04% |
14/11/2024 | 0.60% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,472 | 145,472 | 146,202 USD | 146,976 USD | 99.10% | 99.10% |
13/11/2024 | 2.26% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,035 | 145,035 | 145,846 USD | 147,451 USD | 100.00% | 100.00% |
12/11/2024 | 1.34% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,118 | 145,118 | 145,835 USD | 146,970 USD | 99.93% | 99.93% |
11/11/2024 | 0.52% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,477 | 144,477 | 145,367 USD | 146,095 USD | 99.87% | 99.87% |