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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 102.50 % | 103.30 % | 500,000 | 500,000 | 144,900 | 144,900 | 148,219 USD | 149,380 USD | 99.23% | 99.23% |
20/11/2024 | 1.00% | 102.00 % | 103.00 % | 500,000 | 500,000 | 146,839 | 146,839 | 149,873 USD | 151,343 USD | 99.00% | 99.00% |
19/11/2024 | 1.00% | 102.20 % | 103.20 % | 500,000 | 500,000 | 147,557 | 147,557 | 150,680 USD | 152,157 USD | 99.86% | 99.86% |
18/11/2024 | 0.80% | 102.10 % | 102.90 % | 500,000 | 500,000 | 147,868 | 147,868 | 151,158 USD | 152,342 USD | 98.43% | 98.43% |
15/11/2024 | 0.80% | 102.00 % | 102.80 % | 500,000 | 500,000 | 136,016 | 136,016 | 138,680 USD | 139,770 USD | 96.83% | 96.83% |
14/11/2024 | 1.01% | 102.00 % | 103.00 % | 500,000 | 500,000 | 145,585 | 145,585 | 148,571 USD | 150,034 USD | 99.10% | 99.10% |
13/11/2024 | 1.01% | 101.90 % | 102.90 % | 500,000 | 500,000 | 145,364 | 145,364 | 148,290 USD | 149,751 USD | 99.32% | 99.32% |
12/11/2024 | 2.70% | 102.20 % | 103.00 % | 500,000 | 500,000 | 122,166 | 122,166 | 124,902 USD | 126,099 USD | 99.40% | 99.40% |
11/11/2024 | 0.80% | 102.40 % | 103.20 % | 500,000 | 500,000 | 147,076 | 147,076 | 150,633 USD | 151,815 USD | 97.83% | 97.83% |
08/11/2024 | 1.03% | 101.60 % | 102.60 % | 500,000 | 500,000 | 143,757 | 143,757 | 146,153 USD | 147,603 USD | 100.00% | 100.00% |