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 | 143,571 | 143,571 | 147,615 USD | 148,764 USD | 97.94% | 97.94% |
19/11/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,864 | 147,864 | 151,535 USD | 153,015 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 146,684 | 146,684 | 150,809 USD | 152,277 USD | 99.06% | 99.06% |
15/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 147,310 | 147,310 | 150,844 USD | 152,023 USD | 99.72% | 99.72% |
14/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 148,194 | 148,194 | 152,746 USD | 153,932 USD | 100.00% | 100.00% |
13/11/2024 | 0.96% | 103.40 % | 104.40 % | 500,000 | 500,000 | 148,230 | 148,230 | 153,209 USD | 154,691 USD | 100.00% | 100.00% |
12/11/2024 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 148,201 | 148,201 | 153,172 USD | 154,654 USD | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 148,215 | 148,215 | 153,271 USD | 154,456 USD | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 148,160 | 148,160 | 152,660 USD | 153,845 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 148,999 | 148,999 | 152,448 USD | 153,938 USD | 99.24% | 99.24% |