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 | 0.54% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,810 | 145,810 | 146,478 USD | 147,225 USD | 99.01% | 99.01% |
19/11/2024 | 0.54% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,794 | 144,794 | 145,303 USD | 146,045 USD | 100.00% | 100.00% |
18/11/2024 | 0.54% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,082 | 145,082 | 145,361 USD | 146,104 USD | 99.78% | 99.78% |
15/11/2024 | 0.53% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,258 | 144,258 | 144,617 USD | 145,352 USD | 99.04% | 99.04% |
14/11/2024 | 0.54% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,701 | 145,701 | 146,218 USD | 146,964 USD | 99.10% | 99.10% |
13/11/2024 | 2.00% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,043 | 145,043 | 145,875 USD | 147,348 USD | 100.00% | 100.00% |
12/11/2024 | 1.26% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,017 | 145,017 | 145,775 USD | 146,869 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,973 | 144,973 | 145,922 USD | 146,650 USD | 99.87% | 99.87% |
08/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,841 | 144,841 | 145,853 USD | 146,580 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,727 | 145,727 | 146,616 USD | 147,348 USD | 99.11% | 99.11% |