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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.68% | 101.60 % | 102.10 % | 500,000 | 500,000 | 140,986 | 140,986 | 143,201 USD | 143,976 USD | 100.00% | 100.00% |
22/11/2024 | 0.59% | 101.60 % | 102.10 % | 500,000 | 500,000 | 144,940 | 144,940 | 147,148 USD | 147,918 USD | 99.90% | 99.90% |
20/11/2024 | 0.58% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,202 | 145,202 | 147,110 USD | 147,877 USD | 99.64% | 99.64% |
19/11/2024 | 0.60% | 101.40 % | 101.90 % | 500,000 | 500,000 | 143,930 | 143,930 | 145,926 USD | 146,695 USD | 100.00% | 100.00% |
18/11/2024 | 0.60% | 101.40 % | 101.90 % | 500,000 | 500,000 | 143,877 | 143,877 | 145,900 USD | 146,666 USD | 99.77% | 99.77% |
15/11/2024 | 0.58% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,254 | 144,254 | 146,308 USD | 147,071 USD | 99.04% | 99.04% |
14/11/2024 | 0.59% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,704 | 145,704 | 147,845 USD | 148,618 USD | 99.10% | 99.10% |
13/11/2024 | 0.59% | 101.50 % | 102.00 % | 500,000 | 500,000 | 144,950 | 144,950 | 147,116 USD | 147,887 USD | 100.00% | 100.00% |
12/11/2024 | 0.58% | 101.40 % | 101.90 % | 500,000 | 500,000 | 144,847 | 144,847 | 146,875 USD | 147,641 USD | 100.00% | 100.00% |
11/11/2024 | 0.40% | 101.60 % | 101.91 % | 500,000 | 500,000 | 144,965 | 144,965 | 147,209 USD | 147,701 USD | 99.87% | 99.87% |