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 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 143,048 | 143,048 | 143,782 USD | 145,212 USD | 98.58% | 98.58% |
19/11/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 147,868 | 147,868 | 148,515 USD | 149,699 USD | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,345 | 148,345 | 148,834 USD | 150,021 USD | 100.00% | 100.00% |
15/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 147,953 | 147,953 | 148,074 USD | 149,555 USD | 100.00% | 100.00% |
14/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 147,885 | 147,885 | 148,005 USD | 149,485 USD | 100.00% | 100.00% |
13/11/2024 | 2.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 148,173 | 148,173 | 147,630 USD | 149,838 USD | 100.00% | 100.00% |
12/11/2024 | 1.74% | 100.10 % | 100.90 % | 500,000 | 500,000 | 146,169 | 146,169 | 146,407 USD | 148,032 USD | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 148,084 | 148,084 | 147,806 USD | 149,287 USD | 100.00% | 100.00% |
08/11/2024 | 1.05% | 98.70 % | 99.70 % | 500,000 | 500,000 | 145,334 | 145,334 | 143,752 USD | 145,216 USD | 100.00% | 100.00% |
07/11/2024 | 0.82% | 98.70 % | 99.50 % | 500,000 | 500,000 | 147,838 | 147,838 | 146,378 USD | 147,567 USD | 98.81% | 98.81% |