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 | 0.65% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,805 | 145,805 | 145,577 USD | 146,378 USD | 99.01% | 99.01% |
19/11/2024 | 0.65% | 99.70 % | 100.20 % | 500,000 | 500,000 | 144,364 | 144,364 | 143,872 USD | 144,666 USD | 100.00% | 100.00% |
18/11/2024 | 0.64% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,081 | 145,081 | 144,918 USD | 145,710 USD | 99.77% | 99.77% |
15/11/2024 | 0.68% | 99.90 % | 100.40 % | 500,000 | 500,000 | 143,374 | 143,374 | 143,275 USD | 144,068 USD | 100.00% | 100.00% |
14/11/2024 | 0.65% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,697 | 145,697 | 145,709 USD | 146,507 USD | 99.10% | 99.10% |
13/11/2024 | 0.65% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,829 | 144,829 | 145,278 USD | 146,072 USD | 100.00% | 100.00% |
12/11/2024 | 0.64% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,844 | 144,844 | 145,315 USD | 146,108 USD | 100.00% | 100.00% |
11/11/2024 | 0.65% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,966 | 144,966 | 144,780 USD | 145,576 USD | 99.87% | 99.87% |
08/11/2024 | 0.65% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,838 | 144,838 | 144,624 USD | 145,419 USD | 100.00% | 100.00% |
07/11/2024 | 0.63% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,573 | 145,573 | 144,948 USD | 145,737 USD | 99.23% | 99.23% |