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 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,198 | 145,198 | 145,888 USD | 146,616 USD | 99.64% | 99.64% |
19/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,793 | 144,793 | 145,510 USD | 146,238 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,081 | 145,081 | 145,978 USD | 146,706 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,246 | 144,246 | 144,969 USD | 145,690 USD | 99.03% | 99.03% |
14/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,702 | 145,702 | 146,491 USD | 147,223 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,831 | 144,831 | 145,627 USD | 146,355 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,847 | 144,847 | 145,496 USD | 146,224 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,959 | 144,959 | 145,724 USD | 146,451 USD | 99.87% | 99.87% |
08/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,808 | 144,808 | 145,289 USD | 146,016 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,693 | 145,693 | 146,014 USD | 146,746 USD | 99.11% | 99.11% |