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 | 0.60% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,204 | 145,204 | 145,831 USD | 146,603 USD | 99.64% | 99.64% |
19/11/2024 | 0.60% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,852 | 144,852 | 145,493 USD | 146,263 USD | 100.00% | 100.00% |
18/11/2024 | 0.60% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,083 | 145,083 | 145,729 USD | 146,499 USD | 99.77% | 99.77% |
15/11/2024 | 0.60% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,836 | 144,836 | 145,510 USD | 146,281 USD | 100.00% | 100.00% |
14/11/2024 | 0.59% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,696 | 145,696 | 146,424 USD | 147,196 USD | 99.10% | 99.10% |
13/11/2024 | 2.26% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,961 | 144,961 | 145,655 USD | 147,259 USD | 100.00% | 100.00% |
12/11/2024 | 1.34% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,119 | 145,119 | 145,830 USD | 146,965 USD | 99.94% | 99.94% |
11/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,959 | 144,959 | 145,686 USD | 146,414 USD | 99.87% | 99.87% |
08/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,829 | 144,829 | 145,497 USD | 146,225 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,575 | 145,575 | 146,182 USD | 146,913 USD | 99.24% | 99.24% |