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 | 0.49% | 101.15 % | 101.65 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,611 USD | 50,861 USD | 97.94% | 97.94% |
19/11/2024 | 0.49% | 101.15 % | 101.65 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,546 USD | 50,796 USD | 100.00% | 100.00% |
18/11/2024 | 0.49% | 101.25 % | 101.75 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,579 USD | 50,829 USD | 100.00% | 100.00% |
15/11/2024 | 0.49% | 101.15 % | 101.65 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,636 USD | 50,886 USD | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.45 % | 101.95 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,684 USD | 50,934 USD | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.35 % | 101.85 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,670 USD | 50,920 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.45 % | 101.95 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,725 USD | 50,975 USD | 100.00% | 100.00% |
11/11/2024 | 0.49% | 102.05 % | 102.55 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,999 USD | 51,249 USD | 100.00% | 100.00% |
08/11/2024 | 0.64% | 102.35 % | 102.85 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,104 USD | 51,431 USD | 98.52% | 98.52% |
07/11/2024 | 0.97% | 102.30 % | 103.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,111 USD | 51,611 USD | 99.24% | 99.24% |