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 | 1.12% | 104.80 % | 105.80 % | 500,000 | 500,000 | 138,486 | 138,486 | 145,195 USD | 146,590 USD | 95.98% | 95.98% |
19/11/2024 | 0.98% | 104.70 % | 105.70 % | 500,000 | 500,000 | 146,333 | 146,333 | 153,067 USD | 154,539 USD | 100.00% | 100.00% |
18/11/2024 | 0.78% | 104.90 % | 105.70 % | 500,000 | 500,000 | 147,098 | 147,098 | 154,068 USD | 155,251 USD | 100.00% | 100.00% |
15/11/2024 | 0.78% | 104.30 % | 105.10 % | 500,000 | 500,000 | 146,960 | 146,960 | 153,473 USD | 154,655 USD | 100.00% | 100.00% |
14/11/2024 | 0.95% | 104.70 % | 105.70 % | 500,000 | 500,000 | 147,890 | 147,890 | 154,810 USD | 156,290 USD | 100.00% | 100.00% |
13/11/2024 | 0.96% | 105.10 % | 106.10 % | 500,000 | 500,000 | 147,167 | 147,167 | 154,324 USD | 155,801 USD | 100.00% | 100.00% |
12/11/2024 | 0.76% | 104.60 % | 105.40 % | 500,000 | 500,000 | 148,137 | 148,137 | 154,977 USD | 156,162 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 104.60 % | 105.40 % | 500,000 | 500,000 | 146,031 | 146,031 | 152,691 USD | 153,870 USD | 100.00% | 100.00% |
08/11/2024 | 0.99% | 103.80 % | 104.80 % | 500,000 | 500,000 | 145,740 | 145,740 | 151,294 USD | 152,764 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 103.30 % | 104.30 % | 500,000 | 500,000 | 148,739 | 148,739 | 153,514 USD | 155,002 USD | 99.23% | 99.23% |