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 | 0.50% | 101.90 % | 102.40 % | 500,000 | 500,000 | 146,941 | 146,941 | 149,734 USD | 150,470 USD | 99.00% | 99.00% |
19/11/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 146,879 | 146,879 | 149,081 USD | 149,818 USD | 99.86% | 99.86% |
18/11/2024 | 0.55% | 102.00 % | 102.50 % | 500,000 | 500,000 | 143,627 | 143,627 | 146,573 USD | 147,305 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 102.10 % | 102.60 % | 500,000 | 500,000 | 147,244 | 147,244 | 150,576 USD | 151,313 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 103.00 % | 103.50 % | 500,000 | 500,000 | 145,387 | 145,387 | 149,534 USD | 150,267 USD | 98.82% | 98.82% |
13/11/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,584 | 144,584 | 147,270 USD | 147,998 USD | 100.00% | 100.00% |
12/11/2024 | 0.53% | 101.60 % | 102.10 % | 500,000 | 500,000 | 143,615 | 143,615 | 146,308 USD | 147,034 USD | 100.00% | 100.00% |
11/11/2024 | 0.53% | 102.40 % | 102.90 % | 500,000 | 500,000 | 142,802 | 142,802 | 146,699 USD | 147,425 USD | 99.90% | 99.90% |
08/11/2024 | 0.54% | 103.00 % | 103.50 % | 500,000 | 500,000 | 142,705 | 142,705 | 146,693 USD | 147,418 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 103.50 % | 104.00 % | 500,000 | 500,000 | 145,051 | 145,051 | 149,714 USD | 150,445 USD | 99.23% | 99.23% |