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 | 1.02% | 103.80 % | 104.80 % | 500,000 | 500,000 | 141,020 | 141,020 | 146,560 USD | 147,973 USD | 97.95% | 97.95% |
19/11/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 147,972 | 147,972 | 153,523 USD | 155,003 USD | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.80 % | 104.60 % | 500,000 | 500,000 | 145,598 | 145,598 | 151,084 USD | 152,262 USD | 100.00% | 100.00% |
15/11/2024 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 148,077 | 148,077 | 153,995 USD | 155,181 USD | 100.00% | 100.00% |
14/11/2024 | 0.96% | 104.20 % | 105.20 % | 500,000 | 500,000 | 149,050 | 149,050 | 155,307 USD | 156,797 USD | 99.18% | 99.18% |
13/11/2024 | 0.95% | 104.30 % | 105.30 % | 500,000 | 500,000 | 148,211 | 148,211 | 154,545 USD | 156,027 USD | 100.00% | 100.00% |
12/11/2024 | 0.78% | 104.40 % | 105.20 % | 500,000 | 500,000 | 147,063 | 147,063 | 153,552 USD | 154,734 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 104.40 % | 105.20 % | 500,000 | 500,000 | 146,581 | 146,581 | 152,908 USD | 154,089 USD | 100.00% | 100.00% |
08/11/2024 | 0.97% | 103.80 % | 104.80 % | 500,000 | 500,000 | 147,740 | 147,740 | 153,199 USD | 154,678 USD | 100.00% | 100.00% |
07/11/2024 | 0.96% | 103.70 % | 104.70 % | 500,000 | 500,000 | 148,911 | 148,911 | 154,144 USD | 155,634 USD | 99.23% | 99.23% |