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 | 0.98% | 102.30 % | 103.30 % | 500,000 | 500,000 | 142,836 | 142,836 | 146,257 USD | 147,686 USD | 97.73% | 97.73% |
19/11/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 146,869 | 146,869 | 150,350 USD | 151,819 USD | 99.67% | 99.67% |
18/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 146,945 | 146,945 | 151,145 USD | 152,321 USD | 99.06% | 99.06% |
15/11/2024 | 0.79% | 102.90 % | 103.70 % | 500,000 | 500,000 | 146,167 | 146,167 | 150,676 USD | 151,848 USD | 99.72% | 99.72% |
14/11/2024 | 0.99% | 103.10 % | 104.10 % | 500,000 | 500,000 | 123,789 | 123,789 | 127,718 USD | 128,962 USD | 94.09% | 94.09% |
13/11/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 148,125 | 148,125 | 152,098 USD | 153,580 USD | 100.00% | 100.00% |
12/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 148,217 | 148,217 | 152,915 USD | 154,101 USD | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 148,091 | 148,091 | 152,827 USD | 154,012 USD | 100.00% | 100.00% |
08/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,264 | 148,264 | 152,181 USD | 153,664 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 149,424 | 149,424 | 152,963 USD | 154,458 USD | 98.58% | 98.58% |