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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.54% | 94.60 % | 95.10 % | 500,000 | 500,000 | 147,558 | 147,558 | 138,792 USD | 139,531 USD | 100.00% | 100.00% |
22/11/2024 | 0.55% | 92.60 % | 93.10 % | 500,000 | 500,000 | 147,548 | 147,548 | 136,373 USD | 137,111 USD | 99.90% | 99.90% |
20/11/2024 | 0.56% | 91.50 % | 92.00 % | 500,000 | 500,000 | 146,396 | 146,396 | 134,048 USD | 134,781 USD | 99.64% | 99.64% |
19/11/2024 | 0.55% | 91.20 % | 91.70 % | 500,000 | 500,000 | 147,635 | 147,635 | 134,787 USD | 135,526 USD | 100.00% | 100.00% |
18/11/2024 | 0.55% | 92.70 % | 93.20 % | 500,000 | 500,000 | 146,478 | 146,478 | 135,692 USD | 136,427 USD | 99.77% | 99.77% |
15/11/2024 | 0.54% | 92.40 % | 92.90 % | 500,000 | 500,000 | 147,218 | 147,218 | 137,149 USD | 137,887 USD | 100.00% | 100.00% |
14/11/2024 | 0.54% | 94.40 % | 94.90 % | 500,000 | 500,000 | 145,709 | 145,709 | 138,041 USD | 138,773 USD | 99.10% | 99.10% |
13/11/2024 | 0.54% | 94.60 % | 95.10 % | 500,000 | 500,000 | 144,849 | 144,849 | 137,152 USD | 137,879 USD | 100.00% | 100.00% |
12/11/2024 | 0.54% | 95.20 % | 95.70 % | 500,000 | 500,000 | 144,837 | 144,837 | 138,032 USD | 138,760 USD | 100.00% | 100.00% |
11/11/2024 | 0.53% | 96.20 % | 96.70 % | 500,000 | 500,000 | 144,979 | 144,979 | 139,348 USD | 140,076 USD | 99.87% | 99.87% |