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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.96% | 106.10 % | 107.10 % | 500,000 | 500,000 | 144,895 | 144,895 | 153,488 USD | 154,938 USD | 99.23% | 99.23% |
20/11/2024 | 0.78% | 105.80 % | 106.60 % | 500,000 | 500,000 | 146,220 | 146,220 | 154,826 USD | 155,998 USD | 99.64% | 99.64% |
19/11/2024 | 0.77% | 106.00 % | 106.80 % | 500,000 | 500,000 | 147,551 | 147,551 | 156,354 USD | 157,536 USD | 99.86% | 99.86% |
18/11/2024 | 0.96% | 105.80 % | 106.80 % | 500,000 | 500,000 | 147,870 | 147,870 | 156,513 USD | 157,994 USD | 98.43% | 98.43% |
15/11/2024 | 0.97% | 105.60 % | 106.60 % | 500,000 | 500,000 | 136,017 | 136,017 | 143,600 USD | 144,962 USD | 96.83% | 96.83% |
14/11/2024 | 0.79% | 105.90 % | 106.70 % | 500,000 | 500,000 | 145,586 | 145,586 | 154,241 USD | 155,414 USD | 99.10% | 99.10% |
13/11/2024 | 0.78% | 105.80 % | 106.60 % | 500,000 | 500,000 | 145,364 | 145,364 | 154,031 USD | 155,201 USD | 99.32% | 99.32% |
12/11/2024 | 2.79% | 106.00 % | 107.00 % | 500,000 | 500,000 | 122,167 | 122,167 | 129,463 USD | 130,904 USD | 99.40% | 99.40% |
11/11/2024 | 0.96% | 106.00 % | 107.00 % | 500,000 | 500,000 | 147,076 | 147,076 | 155,942 USD | 157,419 USD | 97.83% | 97.83% |
08/11/2024 | 0.80% | 105.60 % | 106.40 % | 500,000 | 500,000 | 143,759 | 143,759 | 151,775 USD | 152,937 USD | 100.00% | 100.00% |