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 | 1.24% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,809 | 145,809 | 143,774 USD | 144,858 USD | 99.01% | 99.01% |
19/11/2024 | 1.25% | 98.50 % | 99.00 % | 500,000 | 500,000 | 144,444 | 144,444 | 142,250 USD | 143,327 USD | 100.00% | 100.00% |
18/11/2024 | 1.24% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,079 | 144,631 | 143,066 USD | 143,701 USD | 99.78% | 99.78% |
15/11/2024 | 1.24% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,256 | 144,256 | 142,135 USD | 143,212 USD | 99.03% | 99.03% |
14/11/2024 | 1.24% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,700 | 145,700 | 143,915 USD | 144,997 USD | 99.10% | 99.10% |
13/11/2024 | 1.74% | 98.90 % | 99.40 % | 500,000 | 500,000 | 122,691 | 122,691 | 120,897 USD | 121,680 USD | 100.00% | 100.00% |
12/11/2024 | 1.25% | 97.70 % | 98.20 % | 500,000 | 500,000 | 144,842 | 144,842 | 141,920 USD | 142,999 USD | 100.00% | 100.00% |
11/11/2024 | 1.25% | 98.40 % | 98.90 % | 500,000 | 500,000 | 144,969 | 144,969 | 142,551 USD | 143,631 USD | 99.87% | 99.87% |
08/11/2024 | 2.12% | 98.40 % | 98.90 % | 500,000 | 500,000 | 105,762 | 105,762 | 103,692 USD | 104,548 USD | 100.00% | 100.00% |
07/11/2024 | 1.25% | 97.50 % | 98.00 % | 500,000 | 500,000 | 145,724 | 145,724 | 142,116 USD | 143,198 USD | 99.11% | 99.11% |