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% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,137 USD | 502,637 USD | 97.95% | 97.95% |
19/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,913 USD | 502,413 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,250 USD | 502,750 USD | 99.09% | 99.09% |
15/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,598 USD | 503,098 USD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,700 USD | 503,200 USD | 99.92% | 99.92% |
13/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,892 USD | 502,392 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,174 USD | 502,674 USD | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,640 USD | 505,140 USD | 100.00% | 100.00% |
08/11/2024 | 0.65% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,953 USD | 507,220 USD | 98.52% | 98.52% |
07/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,618 USD | 508,618 USD | 99.23% | 99.23% |