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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,126 | 145,126 | 144,381 USD | 145,110 USD | 100.00% | 100.00% |
28/08/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,137 | 145,137 | 144,480 USD | 145,210 USD | 100.00% | 100.00% |
27/08/2024 | 0.51% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,374 | 145,374 | 144,895 USD | 145,624 USD | 99.76% | 99.76% |
26/08/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,282 | 145,282 | 144,843 USD | 145,573 USD | 99.84% | 99.84% |
23/08/2024 | 0.52% | 99.40 % | 99.90 % | 500,000 | 500,000 | 145,318 | 145,318 | 144,280 USD | 145,008 USD | 99.58% | 99.58% |
22/08/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,440 | 145,440 | 143,945 USD | 144,674 USD | 99.69% | 99.69% |
21/08/2024 | 0.53% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,439 | 144,439 | 143,292 USD | 144,020 USD | 99.99% | 99.99% |
20/08/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,124 | 145,124 | 144,589 USD | 145,318 USD | 100.00% | 100.00% |
19/08/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,822 | 145,822 | 145,741 USD | 146,474 USD | 99.28% | 99.28% |
16/08/2024 | 0.52% | 99.40 % | 99.90 % | 500,000 | 500,000 | 145,029 | 145,029 | 144,238 USD | 144,967 USD | 100.00% | 100.00% |