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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/11/2024 | 1.04% | 101.40 % | 102.20 % | 500,000 | 500,000 | 147,354 | 147,354 | 149,556 USD | 150,851 USD | 100.00% | 100.00% |
25/11/2024 | 1.22% | 102.40 % | 103.40 % | 500,000 | 500,000 | 148,128 | 148,128 | 151,223 USD | 152,827 USD | 100.00% | 100.00% |
22/11/2024 | 1.03% | 102.10 % | 102.90 % | 500,000 | 500,000 | 148,137 | 148,137 | 150,576 USD | 151,884 USD | 100.00% | 100.00% |
20/11/2024 | 1.25% | 100.80 % | 101.80 % | 500,000 | 500,000 | 143,675 | 143,675 | 145,305 USD | 146,878 USD | 97.95% | 97.95% |
19/11/2024 | 1.20% | 101.60 % | 102.60 % | 500,000 | 500,000 | 147,781 | 147,781 | 150,115 USD | 151,704 USD | 100.00% | 100.00% |
18/11/2024 | 1.02% | 101.90 % | 102.70 % | 500,000 | 500,000 | 148,237 | 148,237 | 150,818 USD | 152,127 USD | 100.00% | 100.00% |
15/11/2024 | 1.02% | 101.50 % | 102.30 % | 500,000 | 500,000 | 148,030 | 148,030 | 150,255 USD | 151,558 USD | 100.00% | 100.00% |
14/11/2024 | 1.25% | 102.00 % | 103.00 % | 500,000 | 500,000 | 144,621 | 144,621 | 147,519 USD | 149,076 USD | 100.00% | 100.00% |
13/11/2024 | 4.91% | 102.00 % | 103.00 % | 500,000 | 500,000 | 147,915 | 147,915 | 150,700 USD | 154,250 USD | 100.00% | 100.00% |
12/11/2024 | 2.64% | 101.80 % | 102.60 % | 500,000 | 500,000 | 146,808 | 146,808 | 149,632 USD | 151,771 USD | 99.95% | 99.95% |