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 | 0.53% | 99.80 % | 100.30 % | 500,000 | 500,000 | 146,196 | 146,196 | 145,957 USD | 146,690 USD | 99.01% | 99.01% |
19/11/2024 | 0.65% | 99.70 % | 100.20 % | 500,000 | 500,000 | 121,371 | 121,371 | 120,936 USD | 121,717 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 99.70 % | 100.20 % | 500,000 | 500,000 | 146,688 | 146,688 | 145,951 USD | 146,686 USD | 99.77% | 99.77% |
15/11/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 147,356 | 147,356 | 147,497 USD | 148,235 USD | 100.00% | 100.00% |
14/11/2024 | 0.83% | 100.50 % | 102.00 % | 250,000 | 250,000 | 91,189 | 91,189 | 91,619 USD | 92,660 USD | 98.28% | 98.28% |
13/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,844 | 144,844 | 145,580 USD | 146,308 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,613 | 144,613 | 145,680 USD | 146,408 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,962 | 144,962 | 145,846 USD | 146,574 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,556 | 144,556 | 145,655 USD | 146,382 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 145,518 | 145,518 | 146,438 USD | 147,170 USD | 99.23% | 99.23% |