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 | 1.01% | 102.40 % | 103.40 % | 500,000 | 500,000 | 146,202 | 146,202 | 149,749 USD | 151,213 USD | 99.01% | 99.01% |
19/11/2024 | 1.26% | 102.30 % | 103.30 % | 500,000 | 500,000 | 121,374 | 121,374 | 124,146 USD | 125,708 USD | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.40 % | 103.20 % | 500,000 | 500,000 | 146,697 | 146,697 | 150,072 USD | 151,248 USD | 99.78% | 99.78% |
15/11/2024 | 0.80% | 102.50 % | 103.30 % | 500,000 | 500,000 | 147,350 | 147,350 | 151,175 USD | 152,355 USD | 100.00% | 100.00% |
14/11/2024 | 1.62% | 102.80 % | 105.80 % | 250,000 | 250,000 | 91,195 | 91,195 | 93,703 USD | 95,785 USD | 98.28% | 98.28% |
13/11/2024 | 1.00% | 102.60 % | 103.60 % | 500,000 | 500,000 | 144,845 | 144,845 | 148,705 USD | 150,160 USD | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.90 % | 103.70 % | 500,000 | 500,000 | 144,614 | 144,614 | 148,921 USD | 150,086 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.80 % | 103.60 % | 500,000 | 500,000 | 144,962 | 144,962 | 149,103 USD | 150,269 USD | 100.00% | 100.00% |
08/11/2024 | 1.00% | 102.80 % | 103.80 % | 500,000 | 500,000 | 144,558 | 144,558 | 148,611 USD | 150,065 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 102.90 % | 103.90 % | 500,000 | 500,000 | 145,520 | 145,520 | 149,470 USD | 150,932 USD | 99.23% | 99.23% |