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 | 1.72% | 101.60 % | 102.60 % | 500,000 | 500,000 | 145,195 | 145,195 | 147,587 USD | 149,405 USD | 99.65% | 99.65% |
19/11/2024 | 1.73% | 101.60 % | 102.60 % | 500,000 | 500,000 | 144,838 | 144,838 | 147,050 USD | 148,867 USD | 100.00% | 100.00% |
18/11/2024 | 1.53% | 101.60 % | 102.40 % | 500,000 | 500,000 | 145,070 | 145,070 | 147,347 USD | 148,875 USD | 99.78% | 99.78% |
15/11/2024 | 1.53% | 101.70 % | 102.50 % | 500,000 | 500,000 | 144,833 | 144,833 | 147,228 USD | 148,755 USD | 100.00% | 100.00% |
14/11/2024 | 1.72% | 101.50 % | 102.50 % | 500,000 | 500,000 | 145,685 | 145,685 | 147,894 USD | 149,717 USD | 99.10% | 99.10% |
13/11/2024 | 1.73% | 101.50 % | 102.50 % | 500,000 | 500,000 | 144,834 | 144,834 | 147,119 USD | 148,936 USD | 100.00% | 100.00% |
12/11/2024 | 1.62% | 101.70 % | 102.50 % | 500,000 | 500,000 | 137,752 | 137,752 | 139,531 USD | 140,974 USD | 99.55% | 99.55% |
11/11/2024 | 1.53% | 101.30 % | 102.10 % | 500,000 | 500,000 | 144,960 | 144,960 | 146,781 USD | 148,308 USD | 99.87% | 99.87% |
08/11/2024 | 1.74% | 100.90 % | 101.90 % | 500,000 | 500,000 | 144,828 | 144,828 | 146,087 USD | 147,903 USD | 100.00% | 100.00% |
07/11/2024 | 1.75% | 100.60 % | 101.60 % | 500,000 | 500,000 | 145,725 | 145,725 | 146,595 USD | 148,421 USD | 99.11% | 99.11% |