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 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 143,847 | 143,847 | 149,469 USD | 150,620 USD | 97.95% | 97.95% |
19/11/2024 | 0.97% | 103.20 % | 104.20 % | 500,000 | 500,000 | 147,979 | 147,979 | 152,716 USD | 154,197 USD | 100.00% | 100.00% |
18/11/2024 | 0.96% | 103.90 % | 104.90 % | 500,000 | 500,000 | 148,261 | 148,261 | 154,083 USD | 155,565 USD | 100.00% | 100.00% |
15/11/2024 | 0.77% | 104.00 % | 104.80 % | 500,000 | 500,000 | 148,297 | 148,297 | 154,239 USD | 155,425 USD | 100.00% | 100.00% |
14/11/2024 | 0.76% | 104.20 % | 105.00 % | 500,000 | 500,000 | 148,195 | 148,195 | 154,470 USD | 155,655 USD | 100.00% | 100.00% |
13/11/2024 | 0.96% | 104.10 % | 105.10 % | 500,000 | 500,000 | 148,147 | 148,147 | 154,109 USD | 155,591 USD | 100.00% | 100.00% |
12/11/2024 | 0.96% | 104.10 % | 105.10 % | 500,000 | 500,000 | 148,132 | 148,132 | 154,180 USD | 155,662 USD | 100.00% | 100.00% |
11/11/2024 | 0.77% | 104.30 % | 105.10 % | 500,000 | 500,000 | 148,122 | 148,122 | 154,327 USD | 155,513 USD | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.70 % | 104.50 % | 500,000 | 500,000 | 148,147 | 148,147 | 153,457 USD | 154,642 USD | 100.00% | 100.00% |
07/11/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 148,995 | 148,995 | 154,650 USD | 156,140 USD | 99.23% | 99.23% |