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 | 0.73% | 100.30 % | 101.21 % | 300,000 | 300,000 | 99,300 | 99,300 | 99,654 USD | 100,440 USD | 97.05% | 97.05% |
19/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 147,374 | 147,374 | 147,805 USD | 148,544 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 101.40 % | 101.90 % | 500,000 | 500,000 | 146,827 | 146,827 | 148,477 USD | 149,212 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 147,396 | 147,396 | 148,627 USD | 149,365 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,616 | 145,616 | 147,374 USD | 148,106 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 101.70 % | 102.20 % | 500,000 | 500,000 | 144,571 | 144,571 | 146,962 USD | 147,690 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 101.80 % | 102.30 % | 500,000 | 500,000 | 144,822 | 144,822 | 147,215 USD | 147,943 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 101.40 % | 101.90 % | 500,000 | 500,000 | 143,891 | 143,891 | 145,621 USD | 146,348 USD | 100.00% | 100.00% |
08/11/2024 | 0.83% | 101.00 % | 101.50 % | 500,000 | 500,000 | 143,520 | 143,520 | 142,807 USD | 143,673 USD | 100.00% | 100.00% |
07/11/2024 | 0.53% | 97.70 % | 98.20 % | 500,000 | 500,000 | 145,576 | 145,576 | 142,075 USD | 142,806 USD | 99.23% | 99.23% |