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 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,305 USD | 477,805 USD | 99.17% | 99.17% |
19/11/2024 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,706 USD | 477,200 USD | 99.17% | 99.17% |
18/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,786 USD | 480,286 USD | 99.16% | 99.16% |
15/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,339 USD | 480,839 USD | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,579 USD | 484,079 USD | 99.12% | 99.12% |
13/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,681 USD | 483,181 USD | 99.17% | 99.17% |
12/11/2024 | 0.51% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,063 USD | 487,563 USD | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,149 USD | 490,649 USD | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,323 USD | 489,823 USD | 99.17% | 99.17% |
07/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,362 USD | 491,862 USD | 98.42% | 98.42% |