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 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 143,051 | 143,051 | 146,896 USD | 148,041 USD | 98.58% | 98.58% |
19/11/2024 | 0.79% | 102.90 % | 103.70 % | 500,000 | 500,000 | 146,655 | 146,655 | 150,878 USD | 152,058 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,240 | 148,240 | 152,334 USD | 153,816 USD | 100.00% | 100.00% |
15/11/2024 | 1.01% | 103.00 % | 104.00 % | 500,000 | 500,000 | 144,858 | 144,858 | 149,256 USD | 150,721 USD | 100.00% | 100.00% |
14/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 148,292 | 148,292 | 152,974 USD | 154,160 USD | 100.00% | 100.00% |
13/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 148,188 | 148,188 | 152,795 USD | 153,981 USD | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 148,180 | 148,180 | 152,412 USD | 153,894 USD | 100.00% | 100.00% |
11/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 148,320 | 148,320 | 152,536 USD | 154,019 USD | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 148,158 | 148,158 | 152,200 USD | 153,385 USD | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 148,356 | 148,356 | 152,466 USD | 153,656 USD | 99.23% | 99.23% |