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 | 0.56% | 91.10 % | 91.60 % | 500,000 | 500,000 | 146,421 | 146,421 | 133,825 USD | 134,558 USD | 99.64% | 99.64% |
19/11/2024 | 0.56% | 91.80 % | 92.30 % | 500,000 | 500,000 | 147,167 | 147,167 | 134,754 USD | 135,492 USD | 100.00% | 100.00% |
18/11/2024 | 0.55% | 91.50 % | 92.00 % | 500,000 | 500,000 | 146,862 | 146,862 | 134,716 USD | 135,451 USD | 99.77% | 99.77% |
15/11/2024 | 0.54% | 91.60 % | 92.10 % | 500,000 | 500,000 | 147,361 | 147,361 | 136,603 USD | 137,341 USD | 100.00% | 100.00% |
14/11/2024 | 0.55% | 94.30 % | 94.80 % | 500,000 | 500,000 | 145,709 | 145,709 | 137,419 USD | 138,151 USD | 99.10% | 99.10% |
13/11/2024 | 0.55% | 94.80 % | 95.30 % | 500,000 | 500,000 | 144,840 | 144,840 | 136,372 USD | 137,100 USD | 100.00% | 100.00% |
12/11/2024 | 0.56% | 94.00 % | 94.50 % | 500,000 | 500,000 | 144,834 | 144,834 | 135,277 USD | 136,005 USD | 100.00% | 100.00% |
11/11/2024 | 0.56% | 92.60 % | 93.10 % | 500,000 | 500,000 | 144,982 | 144,982 | 133,644 USD | 134,372 USD | 99.87% | 99.87% |
08/11/2024 | 0.56% | 91.80 % | 92.30 % | 500,000 | 500,000 | 144,840 | 144,840 | 133,231 USD | 133,958 USD | 100.00% | 100.00% |
07/11/2024 | 0.56% | 92.00 % | 92.50 % | 500,000 | 500,000 | 144,866 | 144,866 | 133,713 USD | 134,440 USD | 100.00% | 100.00% |