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 | 0.53% | 95.70 % | 96.20 % | 500,000 | 500,000 | 145,806 | 145,806 | 139,980 USD | 140,711 USD | 99.01% | 99.01% |
19/11/2024 | 0.54% | 95.70 % | 96.20 % | 500,000 | 500,000 | 144,845 | 144,845 | 138,841 USD | 139,569 USD | 100.00% | 100.00% |
18/11/2024 | 0.54% | 95.80 % | 96.30 % | 500,000 | 500,000 | 145,085 | 145,085 | 138,506 USD | 139,234 USD | 99.77% | 99.77% |
15/11/2024 | 0.53% | 95.50 % | 96.00 % | 500,000 | 500,000 | 144,255 | 144,255 | 138,135 USD | 138,857 USD | 99.04% | 99.04% |
14/11/2024 | 0.53% | 96.20 % | 96.70 % | 500,000 | 500,000 | 145,707 | 145,707 | 140,317 USD | 141,049 USD | 99.10% | 99.10% |
13/11/2024 | 0.53% | 96.50 % | 97.00 % | 500,000 | 500,000 | 144,832 | 144,832 | 139,845 USD | 140,573 USD | 100.00% | 100.00% |
12/11/2024 | 0.53% | 96.70 % | 97.20 % | 500,000 | 500,000 | 144,839 | 144,839 | 140,170 USD | 140,897 USD | 100.00% | 100.00% |
11/11/2024 | 0.53% | 96.80 % | 97.30 % | 500,000 | 500,000 | 144,970 | 144,970 | 140,530 USD | 141,258 USD | 99.87% | 99.87% |
08/11/2024 | 0.53% | 96.80 % | 97.30 % | 500,000 | 500,000 | 144,832 | 144,832 | 140,066 USD | 140,794 USD | 100.00% | 100.00% |
07/11/2024 | 0.53% | 96.40 % | 96.90 % | 500,000 | 500,000 | 145,747 | 145,747 | 140,519 USD | 141,251 USD | 99.11% | 99.11% |