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 | 0.90% | 99.30 % | 99.80 % | 500,000 | 500,000 | 146,426 | 146,426 | 145,704 USD | 146,617 USD | 99.01% | 99.01% |
19/11/2024 | 1.31% | 100.10 % | 100.60 % | 500,000 | 500,000 | 123,476 | 123,476 | 123,640 USD | 124,319 USD | 100.00% | 100.00% |
18/11/2024 | 0.68% | 100.40 % | 100.90 % | 500,000 | 500,000 | 142,722 | 142,722 | 142,864 USD | 143,639 USD | 99.77% | 99.77% |
15/11/2024 | 0.64% | 100.10 % | 100.60 % | 500,000 | 500,000 | 142,325 | 142,325 | 142,459 USD | 143,227 USD | 99.04% | 99.04% |
14/11/2024 | 0.61% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,725 | 145,725 | 146,044 USD | 146,825 USD | 99.10% | 99.10% |
13/11/2024 | 2.41% | 100.30 % | 100.80 % | 500,000 | 500,000 | 143,004 | 143,004 | 143,708 USD | 145,319 USD | 99.83% | 99.83% |
12/11/2024 | 1.87% | 100.60 % | 101.10 % | 500,000 | 500,000 | 99,691 | 99,691 | 100,364 USD | 101,042 USD | 99.93% | 99.93% |
11/11/2024 | 1.06% | 101.00 % | 101.50 % | 500,000 | 500,000 | 120,582 | 120,582 | 121,809 USD | 122,442 USD | 99.87% | 99.87% |
08/11/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,754 | 144,754 | 146,312 USD | 147,040 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 100.90 % | 101.40 % | 500,000 | 500,000 | 145,236 | 145,236 | 146,438 USD | 147,168 USD | 99.23% | 99.23% |