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 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,234 | 148,234 | 149,377 USD | 150,860 USD | 100.00% | 100.00% |
22/11/2024 | 0.82% | 99.40 % | 100.20 % | 500,000 | 500,000 | 147,362 | 147,362 | 146,378 USD | 147,561 USD | 100.00% | 100.00% |
20/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 143,075 | 143,075 | 139,289 USD | 140,720 USD | 98.58% | 98.58% |
19/11/2024 | 1.04% | 97.10 % | 98.10 % | 500,000 | 500,000 | 147,172 | 147,172 | 142,924 USD | 144,401 USD | 99.76% | 99.76% |
18/11/2024 | 0.83% | 96.80 % | 97.60 % | 500,000 | 500,000 | 147,842 | 147,842 | 142,968 USD | 144,153 USD | 100.00% | 100.00% |
15/11/2024 | 0.86% | 96.20 % | 97.00 % | 500,000 | 500,000 | 145,368 | 145,368 | 140,524 USD | 141,700 USD | 100.00% | 100.00% |
14/11/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 148,288 | 148,288 | 144,605 USD | 146,088 USD | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 148,173 | 148,173 | 148,621 USD | 150,103 USD | 100.00% | 100.00% |
12/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,302 | 148,302 | 150,039 USD | 151,225 USD | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,162 | 148,162 | 150,913 USD | 152,099 USD | 100.00% | 100.00% |