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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,920 USD | 509,962 USD | 99.38% | 99.38% |
22/11/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,050 USD | 509,025 USD | 98.91% | 98.91% |
20/11/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,010 USD | 508,005 USD | 97.23% | 97.23% |
19/11/2024 | 0.50% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,490 USD | 506,247 USD | 98.49% | 98.49% |
18/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,380 USD | 505,188 USD | 95.00% | 95.00% |
15/11/2024 | 0.50% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,800 USD | 505,400 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,878 USD | 499,439 USD | 99.37% | 99.37% |
13/11/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,199 USD | 497,100 USD | 97.73% | 97.73% |
12/11/2024 | 0.50% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,190 USD | 503,593 USD | 84.45% | 84.45% |
11/11/2024 | 0.49% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,860 USD | 506,929 USD | 96.00% | 96.00% |