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 | 0.62% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,809 | 145,809 | 145,696 USD | 146,480 USD | 99.01% | 99.01% |
19/11/2024 | 0.62% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,833 | 144,833 | 144,462 USD | 145,242 USD | 100.00% | 100.00% |
18/11/2024 | 0.63% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,434 | 144,434 | 143,714 USD | 144,493 USD | 99.77% | 99.77% |
15/11/2024 | 0.62% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,173 | 144,173 | 144,461 USD | 145,236 USD | 99.04% | 99.04% |
14/11/2024 | 0.62% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,696 | 145,696 | 146,296 USD | 147,080 USD | 99.10% | 99.10% |
13/11/2024 | 0.62% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,833 | 144,833 | 145,425 USD | 146,205 USD | 100.00% | 100.00% |
12/11/2024 | 0.62% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,119 | 145,119 | 145,824 USD | 146,605 USD | 99.73% | 99.73% |
11/11/2024 | 0.63% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,475 | 144,475 | 145,233 USD | 146,014 USD | 99.87% | 99.87% |
08/11/2024 | 0.62% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,838 | 144,838 | 143,933 USD | 144,714 USD | 100.00% | 100.00% |
07/11/2024 | 0.62% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,725 | 145,725 | 144,958 USD | 145,743 USD | 99.11% | 99.11% |