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% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,126 | 145,126 | 145,005 USD | 145,733 USD | 99.64% | 99.64% |
19/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,836 | 144,836 | 144,765 USD | 145,493 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,038 | 145,038 | 145,075 USD | 145,803 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,083 | 144,083 | 143,992 USD | 144,713 USD | 99.04% | 99.04% |
14/11/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,670 | 145,670 | 145,761 USD | 146,493 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,727 | 144,727 | 144,683 USD | 145,410 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,779 | 144,779 | 144,790 USD | 145,517 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,295 | 145,295 | 145,580 USD | 146,310 USD | 99.50% | 99.50% |
08/11/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,822 | 144,822 | 144,929 USD | 145,656 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,094 | 145,094 | 144,916 USD | 145,645 USD | 99.63% | 99.63% |