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 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,803 | 145,803 | 146,242 USD | 146,973 USD | 99.01% | 99.01% |
19/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,837 | 144,837 | 145,306 USD | 146,034 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,081 | 145,081 | 145,586 USD | 146,314 USD | 99.78% | 99.78% |
15/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,837 | 144,837 | 145,272 USD | 146,000 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,702 | 145,702 | 146,143 USD | 146,875 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,834 | 144,834 | 145,269 USD | 145,997 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,845 | 144,845 | 145,186 USD | 145,914 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,970 | 144,970 | 145,409 USD | 146,137 USD | 99.87% | 99.87% |
08/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,293 | 145,293 | 145,519 USD | 146,249 USD | 99.52% | 99.52% |
07/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,583 | 145,583 | 145,818 USD | 146,549 USD | 99.24% | 99.24% |