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 | 1.22% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,806 | 145,806 | 145,789 USD | 146,873 USD | 99.01% | 99.01% |
19/11/2024 | 1.23% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,444 | 144,444 | 144,589 USD | 145,667 USD | 100.00% | 100.00% |
18/11/2024 | 1.22% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,080 | 145,080 | 145,337 USD | 146,417 USD | 99.78% | 99.78% |
15/11/2024 | 1.22% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,254 | 144,254 | 144,453 USD | 145,530 USD | 99.03% | 99.03% |
14/11/2024 | 1.22% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,701 | 145,701 | 146,196 USD | 147,278 USD | 99.10% | 99.10% |
13/11/2024 | 1.72% | 100.50 % | 101.00 % | 500,000 | 500,000 | 122,691 | 122,691 | 122,927 USD | 123,712 USD | 100.00% | 100.00% |
12/11/2024 | 1.22% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,842 | 144,842 | 144,525 USD | 145,604 USD | 100.00% | 100.00% |
11/11/2024 | 1.23% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,969 | 144,969 | 144,945 USD | 146,026 USD | 99.87% | 99.87% |
08/11/2024 | 2.08% | 100.10 % | 100.60 % | 500,000 | 500,000 | 105,762 | 105,762 | 105,560 USD | 106,417 USD | 100.00% | 100.00% |
07/11/2024 | 1.23% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,720 | 145,720 | 144,957 USD | 146,040 USD | 99.11% | 99.11% |