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 | 0.55% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,084 | 145,084 | 147,812 USD | 148,540 USD | 99.09% | 99.09% |
19/11/2024 | 0.50% | 101.60 % | 102.10 % | 500,000 | 500,000 | 147,065 | 147,065 | 149,383 USD | 150,122 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 102.10 % | 102.60 % | 500,000 | 500,000 | 146,760 | 146,760 | 149,771 USD | 150,507 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 102.10 % | 102.60 % | 500,000 | 500,000 | 146,697 | 146,697 | 149,763 USD | 150,500 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 102.30 % | 102.80 % | 500,000 | 500,000 | 145,707 | 145,707 | 149,092 USD | 149,824 USD | 99.10% | 99.10% |
13/11/2024 | 0.50% | 102.40 % | 102.90 % | 500,000 | 500,000 | 144,757 | 144,757 | 148,136 USD | 148,864 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 102.30 % | 102.80 % | 500,000 | 500,000 | 144,837 | 144,837 | 148,191 USD | 148,919 USD | 100.00% | 100.00% |
11/11/2024 | 0.59% | 102.30 % | 102.80 % | 500,000 | 500,000 | 142,150 | 142,150 | 145,401 USD | 146,139 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 102.10 % | 102.60 % | 500,000 | 500,000 | 144,805 | 144,805 | 147,705 USD | 148,432 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 102.40 % | 102.90 % | 500,000 | 500,000 | 144,608 | 144,608 | 147,947 USD | 148,674 USD | 100.00% | 100.00% |