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 | 1.27% | 97.55 % | 98.05 % | 500,000 | 500,000 | 143,156 | 143,156 | 139,754 USD | 140,841 USD | 98.59% | 98.59% |
19/11/2024 | 1.27% | 97.25 % | 97.75 % | 500,000 | 500,000 | 147,900 | 147,900 | 143,772 USD | 144,877 USD | 100.00% | 100.00% |
18/11/2024 | 1.25% | 98.35 % | 98.85 % | 500,000 | 500,000 | 148,115 | 148,115 | 145,510 USD | 146,617 USD | 100.00% | 100.00% |
15/11/2024 | 1.26% | 97.35 % | 97.85 % | 500,000 | 500,000 | 148,080 | 148,080 | 144,328 USD | 145,434 USD | 100.00% | 100.00% |
14/11/2024 | 1.28% | 97.45 % | 97.95 % | 500,000 | 500,000 | 146,960 | 146,960 | 143,005 USD | 144,099 USD | 100.00% | 100.00% |
13/11/2024 | 1.25% | 97.35 % | 97.85 % | 500,000 | 500,000 | 148,183 | 148,183 | 144,614 USD | 145,723 USD | 100.00% | 100.00% |
12/11/2024 | 1.29% | 97.95 % | 98.45 % | 500,000 | 500,000 | 145,709 | 145,709 | 142,913 USD | 143,994 USD | 100.00% | 100.00% |
11/11/2024 | 0.85% | 98.85 % | 99.35 % | 500,000 | 500,000 | 145,108 | 145,108 | 143,812 USD | 144,712 USD | 99.23% | 99.23% |
08/11/2024 | 1.19% | 99.75 % | 100.05 % | 500,000 | 500,000 | 148,575 | 148,575 | 148,453 USD | 149,331 USD | 98.52% | 98.52% |
07/11/2024 | 1.72% | 100.30 % | 101.30 % | 500,000 | 500,000 | 146,163 | 146,163 | 146,506 USD | 148,336 USD | 98.23% | 98.23% |