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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,197 | 145,197 | 144,320 USD | 145,048 USD | 99.64% | 99.64% |
19/11/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,840 | 144,840 | 143,783 USD | 144,511 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,055 | 145,055 | 144,130 USD | 144,858 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,255 | 144,255 | 143,363 USD | 144,084 USD | 99.04% | 99.04% |
14/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,350 | 145,350 | 144,583 USD | 145,315 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,835 | 144,835 | 143,987 USD | 144,715 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,444 | 144,444 | 144,199 USD | 144,926 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,968 | 144,968 | 144,599 USD | 145,327 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,827 | 144,827 | 143,728 USD | 144,456 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,622 | 145,622 | 144,134 USD | 144,865 USD | 99.11% | 99.11% |