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 % | 500,000 | 500,000 | 143,826 | 143,826 | 145,531 USD | 146,251 USD | 97.95% | 97.95% |
19/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 148,244 | 148,244 | 149,942 USD | 150,683 USD | 100.00% | 100.00% |
18/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 148,200 | 148,200 | 150,064 USD | 150,805 USD | 100.00% | 100.00% |
15/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 148,330 | 148,330 | 150,221 USD | 150,962 USD | 99.93% | 99.93% |
14/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 148,225 | 148,225 | 150,588 USD | 151,329 USD | 99.92% | 99.92% |
13/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 148,076 | 148,076 | 150,007 USD | 150,747 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 148,184 | 148,184 | 150,421 USD | 151,162 USD | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 148,318 | 148,318 | 150,801 USD | 151,543 USD | 100.00% | 100.00% |
08/11/2024 | 0.45% | 101.45 % | 101.75 % | 500,000 | 500,000 | 149,632 | 149,632 | 151,714 USD | 152,239 USD | 98.52% | 98.52% |
07/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,887 | 148,887 | 150,392 USD | 151,881 USD | 99.23% | 99.23% |