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 | 0.87% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,858 | 144,858 | 145,270 USD | 146,174 USD | 100.00% | 100.00% |
22/11/2024 | 0.87% | 99.70 % | 100.20 % | 500,000 | 500,000 | 144,930 | 144,930 | 144,581 USD | 145,484 USD | 99.90% | 99.90% |
20/11/2024 | 0.87% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,202 | 145,202 | 144,925 USD | 145,829 USD | 99.64% | 99.64% |
19/11/2024 | 0.87% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,248 | 144,248 | 144,206 USD | 145,107 USD | 100.00% | 100.00% |
18/11/2024 | 0.86% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,086 | 145,086 | 145,286 USD | 146,188 USD | 99.77% | 99.77% |
15/11/2024 | 0.86% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,250 | 144,250 | 144,601 USD | 145,502 USD | 99.03% | 99.03% |
14/11/2024 | 0.86% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,717 | 145,717 | 146,409 USD | 147,314 USD | 99.10% | 99.10% |
13/11/2024 | 0.86% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,959 | 144,959 | 145,581 USD | 146,485 USD | 100.00% | 100.00% |
12/11/2024 | 0.87% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,837 | 144,837 | 145,137 USD | 146,042 USD | 100.00% | 100.00% |
11/11/2024 | 0.86% | 100.40 % | 100.90 % | 500,000 | 500,000 | 141,119 | 141,119 | 141,825 USD | 142,710 USD | 98.80% | 98.80% |