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 | 0.60% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,682 | 145,682 | 145,441 USD | 146,213 USD | 99.01% | 99.01% |
19/11/2024 | 0.60% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,833 | 144,833 | 144,779 USD | 145,549 USD | 100.00% | 100.00% |
18/11/2024 | 0.60% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,086 | 145,086 | 145,003 USD | 145,773 USD | 99.77% | 99.77% |
15/11/2024 | 0.60% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,682 | 144,682 | 144,584 USD | 145,353 USD | 100.00% | 100.00% |
14/11/2024 | 0.60% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,702 | 145,702 | 145,739 USD | 146,514 USD | 99.10% | 99.10% |
13/11/2024 | 2.27% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,038 | 145,038 | 144,791 USD | 146,396 USD | 100.00% | 100.00% |
12/11/2024 | 1.35% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,121 | 145,121 | 144,945 USD | 146,080 USD | 99.92% | 99.92% |
11/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,815 | 144,815 | 144,722 USD | 145,450 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,546 | 144,546 | 144,347 USD | 145,074 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,573 | 145,573 | 145,289 USD | 146,020 USD | 99.23% | 99.23% |