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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 1.42% | 101.20 % | 101.70 % | 500,000 | 500,000 | 200,062 | 200,062 | 202,528 USD | 203,988 USD | 99.58% | 99.58% |
29/10/2024 | 1.41% | 101.20 % | 101.70 % | 500,000 | 500,000 | 201,299 | 201,299 | 203,606 USD | 205,071 USD | 100.00% | 100.00% |
28/10/2024 | 1.42% | 101.10 % | 101.60 % | 500,000 | 500,000 | 199,978 | 199,978 | 202,092 USD | 203,552 USD | 99.56% | 99.56% |
25/10/2024 | 1.61% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,058 | 145,058 | 146,726 USD | 148,008 USD | 100.00% | 100.00% |
24/10/2024 | 1.61% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,048 | 145,048 | 146,659 USD | 147,941 USD | 100.00% | 100.00% |
23/10/2024 | 1.61% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,040 | 145,040 | 146,552 USD | 147,834 USD | 100.00% | 100.00% |
22/10/2024 | 1.61% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,972 | 144,972 | 146,794 USD | 148,075 USD | 99.88% | 99.88% |
21/10/2024 | 1.60% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,047 | 145,047 | 147,159 USD | 148,441 USD | 100.00% | 100.00% |
18/10/2024 | 1.60% | 101.70 % | 102.20 % | 500,000 | 500,000 | 144,960 | 144,960 | 147,263 USD | 148,544 USD | 99.90% | 99.90% |
17/10/2024 | 1.67% | 101.20 % | 101.70 % | 500,000 | 500,000 | 141,594 | 141,594 | 143,334 USD | 144,562 USD | 100.00% | 100.00% |