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 | 0.54% | 95.40 % | 95.90 % | 500,000 | 500,000 | 145,069 | 145,069 | 138,056 USD | 138,783 USD | 99.64% | 99.64% |
19/11/2024 | 0.55% | 94.70 % | 95.20 % | 500,000 | 500,000 | 144,516 | 144,516 | 136,743 USD | 137,470 USD | 100.00% | 100.00% |
18/11/2024 | 0.55% | 93.50 % | 94.00 % | 500,000 | 500,000 | 144,893 | 144,893 | 134,890 USD | 135,618 USD | 99.77% | 99.77% |
15/11/2024 | 0.55% | 92.00 % | 92.50 % | 500,000 | 500,000 | 144,073 | 144,073 | 132,888 USD | 133,610 USD | 99.03% | 99.03% |
14/11/2024 | 0.59% | 92.50 % | 93.00 % | 500,000 | 500,000 | 144,683 | 144,683 | 133,145 USD | 133,877 USD | 99.10% | 99.10% |
13/11/2024 | 1.33% | 92.30 % | 92.80 % | 500,000 | 500,000 | 144,833 | 144,833 | 134,244 USD | 135,333 USD | 100.00% | 100.00% |
12/11/2024 | 0.95% | 93.20 % | 93.70 % | 500,000 | 500,000 | 142,314 | 142,314 | 132,716 USD | 133,595 USD | 100.00% | 100.00% |
11/11/2024 | 0.55% | 93.90 % | 94.40 % | 500,000 | 500,000 | 144,387 | 144,387 | 136,630 USD | 137,357 USD | 100.00% | 100.00% |
08/11/2024 | 0.99% | 95.50 % | 96.00 % | 500,000 | 500,000 | 124,406 | 124,406 | 118,889 USD | 119,537 USD | 100.00% | 100.00% |
07/11/2024 | 0.55% | 96.00 % | 96.50 % | 500,000 | 500,000 | 141,939 | 141,939 | 136,177 USD | 136,923 USD | 97.89% | 97.89% |