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 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,330 USD | 508,663 USD | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,100 USD | 508,550 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,280 USD | 508,140 USD | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,700 USD | 508,852 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,280 USD | 510,139 USD | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,570 USD | 510,287 USD | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,110 USD | 510,055 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,140 USD | 510,071 USD | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.55 % | 102.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,460 USD | 510,229 USD | 99.38% | 99.38% |
07/11/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,200 USD | 509,099 USD | 98.78% | 98.78% |