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 | 0.83% | 103.30 % | 103.80 % | 500,000 | 500,000 | 147,109 | 147,109 | 151,958 USD | 152,867 USD | 98.84% | 98.84% |
19/11/2024 | 0.88% | 103.40 % | 103.90 % | 500,000 | 500,000 | 144,955 | 144,955 | 149,404 USD | 150,314 USD | 100.00% | 100.00% |
18/11/2024 | 0.86% | 103.30 % | 103.80 % | 500,000 | 500,000 | 146,816 | 146,816 | 151,667 USD | 152,591 USD | 99.78% | 99.78% |
15/11/2024 | 0.85% | 103.50 % | 104.00 % | 500,000 | 500,000 | 144,169 | 144,169 | 149,186 USD | 150,089 USD | 99.04% | 99.04% |
14/11/2024 | 0.87% | 103.70 % | 104.20 % | 500,000 | 500,000 | 144,601 | 144,601 | 149,931 USD | 150,840 USD | 99.10% | 99.10% |
13/11/2024 | 0.87% | 103.50 % | 104.00 % | 500,000 | 500,000 | 144,628 | 144,628 | 149,795 USD | 150,709 USD | 100.00% | 100.00% |
12/11/2024 | 0.85% | 103.20 % | 103.70 % | 500,000 | 500,000 | 144,837 | 144,837 | 149,677 USD | 150,586 USD | 100.00% | 100.00% |
11/11/2024 | 0.85% | 103.40 % | 103.90 % | 500,000 | 500,000 | 144,840 | 144,840 | 149,775 USD | 150,685 USD | 100.00% | 100.00% |
08/11/2024 | 0.86% | 103.30 % | 103.80 % | 500,000 | 500,000 | 144,841 | 144,841 | 149,603 USD | 150,512 USD | 100.00% | 100.00% |
07/11/2024 | 0.85% | 103.30 % | 103.80 % | 500,000 | 500,000 | 145,578 | 145,578 | 150,385 USD | 151,299 USD | 99.23% | 99.23% |