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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/11/2024 | 1.00% | 101.30 % | 102.30 % | 500,000 | 500,000 | 147,361 | 147,361 | 149,530 USD | 151,005 USD | 100.00% | 100.00% |
25/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 148,121 | 148,121 | 151,661 USD | 152,847 USD | 100.00% | 100.00% |
22/11/2024 | 0.98% | 102.10 % | 103.10 % | 500,000 | 500,000 | 148,137 | 148,137 | 150,670 USD | 152,152 USD | 100.00% | 100.00% |
20/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 143,079 | 143,079 | 144,855 USD | 145,999 USD | 98.58% | 98.58% |
19/11/2024 | 0.79% | 101.70 % | 102.50 % | 500,000 | 500,000 | 147,781 | 147,781 | 150,187 USD | 151,370 USD | 100.00% | 100.00% |
18/11/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 148,237 | 148,237 | 150,778 USD | 152,261 USD | 100.00% | 100.00% |
15/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 148,030 | 148,030 | 150,181 USD | 151,662 USD | 100.00% | 100.00% |
14/11/2024 | 0.84% | 102.10 % | 102.90 % | 500,000 | 500,000 | 144,838 | 144,838 | 147,886 USD | 149,059 USD | 100.00% | 100.00% |
13/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,145 | 148,145 | 150,676 USD | 151,862 USD | 100.00% | 100.00% |
12/11/2024 | 1.00% | 101.50 % | 102.50 % | 500,000 | 500,000 | 147,046 | 147,046 | 149,449 USD | 150,924 USD | 100.00% | 100.00% |