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 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 147,031 | 147,031 | 145,003 USD | 145,739 USD | 99.01% | 99.01% |
19/11/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 147,171 | 147,171 | 145,272 USD | 146,010 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 146,852 | 146,852 | 144,906 USD | 145,641 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 147,371 | 147,371 | 146,134 USD | 146,872 USD | 100.00% | 100.00% |
14/11/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,713 | 145,713 | 145,336 USD | 146,068 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,840 | 144,840 | 144,447 USD | 145,174 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,835 | 144,835 | 144,172 USD | 144,900 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,983 | 144,983 | 143,323 USD | 144,051 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,841 | 144,841 | 142,877 USD | 143,605 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,597 | 145,597 | 143,928 USD | 144,660 USD | 99.24% | 99.24% |