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 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,664 USD | 506,164 USD | 97.94% | 97.94% |
19/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,347 USD | 505,847 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,746 USD | 505,246 USD | 99.09% | 99.09% |
15/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,790 USD | 505,290 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,250 USD | 505,750 USD | 99.92% | 99.92% |
13/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,519 USD | 505,019 USD | 99.72% | 99.72% |
12/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,814 USD | 505,314 USD | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,250 USD | 505,750 USD | 100.00% | 100.00% |
08/11/2024 | 0.45% | 101.05 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,834 USD | 507,101 USD | 98.52% | 98.52% |
07/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,604 USD | 508,604 USD | 99.24% | 99.24% |