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 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,810 | 145,810 | 144,395 USD | 145,126 USD | 99.01% | 99.01% |
19/11/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,552 | 144,552 | 143,368 USD | 144,095 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,083 | 145,083 | 144,253 USD | 144,981 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,728 | 144,728 | 144,067 USD | 144,795 USD | 100.00% | 100.00% |
14/11/2024 | 0.57% | 99.90 % | 100.40 % | 500,000 | 500,000 | 142,227 | 142,227 | 142,053 USD | 142,781 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,841 | 144,841 | 144,279 USD | 145,007 USD | 100.00% | 100.00% |
12/11/2024 | 0.53% | 99.70 % | 100.20 % | 500,000 | 500,000 | 144,179 | 144,179 | 143,670 USD | 144,397 USD | 100.00% | 100.00% |
11/11/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,973 | 144,973 | 144,275 USD | 145,003 USD | 99.87% | 99.87% |
08/11/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 144,600 | 144,600 | 142,976 USD | 143,703 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,498 | 145,498 | 144,297 USD | 145,028 USD | 99.23% | 99.23% |