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 | 0.56% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,085 | 145,085 | 144,856 USD | 145,584 USD | 99.09% | 99.09% |
19/11/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 147,074 | 147,074 | 147,156 USD | 147,895 USD | 100.00% | 100.00% |
18/11/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 146,761 | 146,761 | 146,669 USD | 147,404 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 146,683 | 146,683 | 146,648 USD | 147,385 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,707 | 145,707 | 146,504 USD | 147,236 USD | 99.10% | 99.10% |
13/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,757 | 144,757 | 145,729 USD | 146,456 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,837 | 144,837 | 145,466 USD | 146,194 USD | 100.00% | 100.00% |
11/11/2024 | 0.60% | 100.60 % | 101.10 % | 500,000 | 500,000 | 142,150 | 142,150 | 143,055 USD | 143,793 USD | 100.00% | 100.00% |
08/11/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,805 | 144,805 | 144,956 USD | 145,684 USD | 100.00% | 100.00% |
07/11/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,608 | 144,608 | 143,775 USD | 144,503 USD | 100.00% | 100.00% |