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 | 0.61% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,805 | 145,805 | 147,836 USD | 148,620 USD | 99.01% | 99.01% |
19/11/2024 | 0.61% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,833 | 144,833 | 146,818 USD | 147,598 USD | 100.00% | 100.00% |
18/11/2024 | 0.62% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,434 | 144,434 | 146,161 USD | 146,940 USD | 99.77% | 99.77% |
15/11/2024 | 0.61% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,173 | 144,173 | 146,344 USD | 147,119 USD | 99.04% | 99.04% |
14/11/2024 | 0.61% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,696 | 145,696 | 148,179 USD | 148,964 USD | 99.10% | 99.10% |
13/11/2024 | 0.61% | 101.80 % | 102.30 % | 500,000 | 500,000 | 144,833 | 144,833 | 147,443 USD | 148,223 USD | 100.00% | 100.00% |
12/11/2024 | 0.61% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,119 | 145,119 | 147,713 USD | 148,494 USD | 99.73% | 99.73% |
11/11/2024 | 0.62% | 101.80 % | 102.30 % | 500,000 | 500,000 | 144,476 | 144,476 | 146,867 USD | 147,648 USD | 99.87% | 99.87% |
08/11/2024 | 0.61% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,838 | 144,838 | 146,242 USD | 147,022 USD | 100.00% | 100.00% |
07/11/2024 | 0.61% | 100.90 % | 101.40 % | 500,000 | 500,000 | 145,722 | 145,722 | 147,276 USD | 148,060 USD | 99.11% | 99.11% |