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 | 0.58% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,715 | 144,715 | 143,100 USD | 143,828 USD | 99.01% | 99.01% |
19/11/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 147,356 | 147,356 | 145,736 USD | 146,474 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 146,276 | 146,276 | 145,291 USD | 146,025 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 143,590 | 143,590 | 142,658 USD | 143,379 USD | 99.04% | 99.04% |
14/11/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,710 | 145,710 | 144,787 USD | 145,519 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,797 | 144,797 | 143,737 USD | 144,465 USD | 100.00% | 100.00% |
12/11/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,845 | 144,845 | 144,072 USD | 144,800 USD | 100.00% | 100.00% |
11/11/2024 | 0.53% | 99.70 % | 100.20 % | 500,000 | 500,000 | 144,219 | 144,219 | 143,605 USD | 144,332 USD | 99.87% | 99.87% |
08/11/2024 | 0.54% | 99.30 % | 99.80 % | 500,000 | 500,000 | 143,429 | 143,429 | 142,512 USD | 143,239 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,388 | 145,388 | 144,658 USD | 145,389 USD | 99.24% | 99.24% |