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 | 0.62% | 97.60 % | 98.10 % | 500,000 | 500,000 | 145,658 | 145,658 | 142,468 USD | 143,243 USD | 99.01% | 99.01% |
19/11/2024 | 0.62% | 97.20 % | 97.70 % | 500,000 | 500,000 | 145,219 | 145,219 | 141,379 USD | 142,151 USD | 99.43% | 99.43% |
18/11/2024 | 0.63% | 97.00 % | 97.50 % | 500,000 | 500,000 | 144,930 | 144,930 | 140,157 USD | 140,931 USD | 99.78% | 99.78% |
15/11/2024 | 0.62% | 96.00 % | 96.50 % | 500,000 | 500,000 | 143,985 | 143,985 | 137,910 USD | 138,673 USD | 99.04% | 99.04% |
14/11/2024 | 0.63% | 95.80 % | 96.30 % | 500,000 | 500,000 | 145,418 | 145,417 | 139,062 USD | 139,834 USD | 99.10% | 99.10% |
13/11/2024 | 2.34% | 96.20 % | 96.70 % | 500,000 | 500,000 | 145,558 | 145,558 | 140,269 USD | 141,874 USD | 99.47% | 99.47% |
12/11/2024 | 1.75% | 96.60 % | 97.10 % | 500,000 | 500,000 | 129,894 | 129,894 | 125,844 USD | 126,813 USD | 98.76% | 98.76% |
11/11/2024 | 0.52% | 97.90 % | 98.40 % | 500,000 | 500,000 | 144,700 | 144,700 | 142,243 USD | 142,970 USD | 99.87% | 99.87% |
08/11/2024 | 0.54% | 99.20 % | 99.70 % | 500,000 | 500,000 | 143,862 | 143,862 | 142,650 USD | 143,377 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,706 | 145,706 | 144,371 USD | 145,103 USD | 99.11% | 99.11% |