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 |
---|---|---|---|---|---|---|---|---|---|---|---|
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% |
06/11/2024 | 0.70% | 99.40 % | 99.90 % | 500,000 | 500,000 | 139,166 | 139,166 | 138,255 USD | 139,013 USD | 100.00% | 100.00% |
05/11/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,454 | 145,454 | 143,285 USD | 144,014 USD | 99.35% | 99.35% |
04/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,079 | 145,079 | 143,103 USD | 143,831 USD | 99.75% | 99.75% |
01/11/2024 | 0.69% | 99.30 % | 99.80 % | 500,000 | 500,000 | 201,058 | 201,058 | 199,475 USD | 200,566 USD | 99.67% | 99.67% |
31/10/2024 | 0.58% | 99.10 % | 99.60 % | 500,000 | 500,000 | 195,376 | 195,376 | 193,463 USD | 194,478 USD | 98.92% | 98.92% |