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% | 102.05 % | 102.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,500 USD | 512,748 USD | 99.38% | 99.38% |
19/11/2024 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,021,130 USD | 513,064 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 102.15 % | 102.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,660 USD | 512,831 USD | 99.38% | 99.38% |
15/11/2024 | 0.49% | 102.20 % | 102.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,610 USD | 512,305 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.85 % | 102.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,390 USD | 510,197 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,780 USD | 505,391 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,110 USD | 504,555 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,540 USD | 504,268 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,890 USD | 503,445 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,780 USD | 502,891 USD | 98.78% | 98.78% |