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 | 0.51% | 103.90 % | 104.40 % | 500,000 | 500,000 | 147,042 | 147,042 | 152,707 USD | 153,455 USD | 99.01% | 99.01% |
19/11/2024 | 0.53% | 103.90 % | 104.40 % | 500,000 | 500,000 | 146,552 | 146,552 | 152,317 USD | 153,072 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 104.10 % | 104.60 % | 500,000 | 500,000 | 146,875 | 146,875 | 152,825 USD | 153,574 USD | 99.77% | 99.77% |
15/11/2024 | 0.53% | 104.10 % | 104.60 % | 500,000 | 500,000 | 143,324 | 143,324 | 149,242 USD | 149,978 USD | 99.04% | 99.04% |
14/11/2024 | 0.52% | 104.40 % | 104.90 % | 500,000 | 500,000 | 145,709 | 145,709 | 151,957 USD | 152,700 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 104.20 % | 104.70 % | 500,000 | 500,000 | 144,839 | 144,839 | 150,735 USD | 151,476 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 103.80 % | 104.30 % | 500,000 | 500,000 | 144,834 | 144,834 | 150,340 USD | 151,080 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 103.90 % | 104.40 % | 500,000 | 500,000 | 144,848 | 144,848 | 150,451 USD | 151,194 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 103.60 % | 104.10 % | 500,000 | 500,000 | 144,843 | 144,843 | 150,133 USD | 150,874 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 103.90 % | 104.40 % | 500,000 | 500,000 | 145,564 | 145,564 | 151,235 USD | 151,979 USD | 99.23% | 99.23% |