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% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,329 USD | 480,829 USD | 99.17% | 99.17% |
19/11/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,568 USD | 480,068 USD | 99.17% | 99.17% |
18/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,566 USD | 481,066 USD | 99.16% | 99.16% |
15/11/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,216 USD | 481,716 USD | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,850 USD | 485,350 USD | 99.11% | 99.11% |
13/11/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,888 USD | 484,388 USD | 99.17% | 99.17% |
12/11/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,455 USD | 487,955 USD | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,799 USD | 491,299 USD | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,823 USD | 490,323 USD | 99.17% | 99.17% |
07/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,075 USD | 492,575 USD | 98.42% | 98.42% |