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 | 1.01% | 106.50 % | 107.50 % | 500,000 | 500,000 | 140,573 | 140,573 | 149,758 USD | 151,168 USD | 97.94% | 97.94% |
19/11/2024 | 0.77% | 106.70 % | 107.50 % | 500,000 | 500,000 | 146,716 | 146,716 | 156,397 USD | 157,578 USD | 100.00% | 100.00% |
18/11/2024 | 0.76% | 106.60 % | 107.40 % | 500,000 | 500,000 | 147,145 | 147,145 | 156,805 USD | 157,988 USD | 100.00% | 100.00% |
15/11/2024 | 0.95% | 106.40 % | 107.40 % | 500,000 | 500,000 | 147,039 | 147,039 | 156,469 USD | 157,945 USD | 100.00% | 100.00% |
14/11/2024 | 0.94% | 106.50 % | 107.50 % | 500,000 | 500,000 | 147,996 | 147,996 | 157,650 USD | 159,130 USD | 100.00% | 100.00% |
13/11/2024 | 0.76% | 106.70 % | 107.50 % | 500,000 | 500,000 | 147,537 | 147,537 | 157,306 USD | 158,489 USD | 100.00% | 100.00% |
12/11/2024 | 0.75% | 106.40 % | 107.20 % | 500,000 | 500,000 | 148,292 | 148,292 | 157,870 USD | 159,056 USD | 100.00% | 100.00% |
11/11/2024 | 0.95% | 106.30 % | 107.30 % | 500,000 | 500,000 | 146,969 | 146,969 | 156,228 USD | 157,704 USD | 100.00% | 100.00% |
08/11/2024 | 0.95% | 106.00 % | 107.00 % | 500,000 | 500,000 | 147,167 | 147,167 | 156,038 USD | 157,515 USD | 100.00% | 100.00% |
07/11/2024 | 0.76% | 105.90 % | 106.70 % | 500,000 | 500,000 | 148,731 | 148,731 | 157,506 USD | 158,697 USD | 99.23% | 99.23% |