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 | 0.55% | 100.70 % | 101.20 % | 500,000 | 500,000 | 143,414 | 143,414 | 144,457 USD | 145,179 USD | 100.00% | 100.00% |
22/11/2024 | 0.52% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,614 | 144,614 | 146,753 USD | 147,480 USD | 99.90% | 99.90% |
20/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,071 | 145,071 | 146,165 USD | 146,892 USD | 99.64% | 99.64% |
19/11/2024 | 0.52% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,517 | 144,517 | 144,851 USD | 145,578 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,895 | 144,895 | 143,673 USD | 144,401 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 144,073 | 144,073 | 142,659 USD | 143,380 USD | 99.03% | 99.03% |
14/11/2024 | 0.54% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,685 | 144,685 | 144,205 USD | 144,937 USD | 99.10% | 99.10% |
13/11/2024 | 1.24% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,834 | 144,834 | 145,448 USD | 146,537 USD | 100.00% | 100.00% |
12/11/2024 | 0.89% | 99.90 % | 100.40 % | 500,000 | 500,000 | 142,314 | 142,314 | 142,206 USD | 143,086 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,387 | 144,387 | 145,028 USD | 145,756 USD | 100.00% | 100.00% |