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 | 0.96% | 98.00 % | 98.50 % | 500,000 | 500,000 | 146,961 | 146,961 | 144,090 USD | 145,037 USD | 99.01% | 99.01% |
19/11/2024 | 0.96% | 97.80 % | 98.30 % | 500,000 | 500,000 | 147,557 | 147,557 | 144,540 USD | 145,492 USD | 100.00% | 100.00% |
18/11/2024 | 0.96% | 98.30 % | 98.80 % | 500,000 | 500,000 | 146,871 | 146,871 | 144,279 USD | 145,229 USD | 99.77% | 99.77% |
15/11/2024 | 0.95% | 98.50 % | 99.00 % | 500,000 | 500,000 | 147,363 | 147,363 | 145,505 USD | 146,457 USD | 100.00% | 100.00% |
14/11/2024 | 0.95% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,709 | 145,709 | 144,384 USD | 145,328 USD | 99.10% | 99.10% |
13/11/2024 | 4.04% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,013 | 145,013 | 143,490 USD | 145,971 USD | 99.80% | 99.80% |
12/11/2024 | 2.57% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,093 | 145,093 | 143,739 USD | 145,477 USD | 99.70% | 99.70% |
11/11/2024 | 0.56% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,980 | 144,980 | 143,717 USD | 144,463 USD | 99.87% | 99.87% |
08/11/2024 | 0.56% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,843 | 144,843 | 143,564 USD | 144,310 USD | 100.00% | 100.00% |
07/11/2024 | 0.55% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,564 | 145,564 | 144,068 USD | 144,815 USD | 99.23% | 99.23% |