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 | 0.64% | 101.30 % | 101.80 % | 500,000 | 500,000 | 146,370 | 146,370 | 148,815 USD | 149,617 USD | 99.64% | 99.64% |
19/11/2024 | 0.65% | 101.60 % | 102.10 % | 500,000 | 500,000 | 147,366 | 147,366 | 149,275 USD | 150,084 USD | 100.00% | 100.00% |
18/11/2024 | 0.63% | 102.00 % | 102.50 % | 500,000 | 500,000 | 146,870 | 146,870 | 149,920 USD | 150,720 USD | 99.77% | 99.77% |
15/11/2024 | 0.63% | 102.30 % | 102.80 % | 500,000 | 500,000 | 147,453 | 147,453 | 150,947 USD | 151,754 USD | 100.00% | 100.00% |
14/11/2024 | 0.63% | 103.20 % | 103.70 % | 500,000 | 500,000 | 145,709 | 145,709 | 150,418 USD | 151,217 USD | 99.10% | 99.10% |
13/11/2024 | 0.63% | 103.50 % | 104.00 % | 500,000 | 500,000 | 144,838 | 144,838 | 149,855 USD | 150,652 USD | 100.00% | 100.00% |
12/11/2024 | 0.63% | 103.60 % | 104.10 % | 500,000 | 500,000 | 144,824 | 144,824 | 150,470 USD | 151,267 USD | 100.00% | 100.00% |
11/11/2024 | 0.62% | 104.00 % | 104.50 % | 500,000 | 500,000 | 144,839 | 144,839 | 151,046 USD | 151,838 USD | 100.00% | 100.00% |
08/11/2024 | 0.62% | 104.40 % | 104.90 % | 500,000 | 500,000 | 144,837 | 144,837 | 151,194 USD | 151,989 USD | 100.00% | 100.00% |
07/11/2024 | 0.62% | 104.60 % | 105.10 % | 500,000 | 500,000 | 145,575 | 145,575 | 152,193 USD | 152,992 USD | 99.23% | 99.23% |