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 | 0.41% | 97.70 % | 98.10 % | 500,000 | 500,000 | 148,117 | 148,117 | 144,835 USD | 145,427 USD | 100.00% | 100.00% |
19/11/2024 | 0.41% | 97.80 % | 98.20 % | 500,000 | 500,000 | 148,201 | 148,201 | 145,037 USD | 145,629 USD | 100.00% | 100.00% |
18/11/2024 | 0.41% | 97.80 % | 98.20 % | 500,000 | 500,000 | 148,184 | 148,184 | 144,931 USD | 145,524 USD | 100.00% | 100.00% |
15/11/2024 | 0.41% | 97.80 % | 98.20 % | 500,000 | 500,000 | 148,229 | 148,229 | 145,043 USD | 145,635 USD | 100.00% | 100.00% |
14/11/2024 | 0.41% | 98.20 % | 98.60 % | 500,000 | 500,000 | 148,092 | 148,092 | 145,431 USD | 146,023 USD | 100.00% | 100.00% |
13/11/2024 | 0.41% | 98.20 % | 98.60 % | 500,000 | 500,000 | 148,284 | 148,284 | 145,594 USD | 146,187 USD | 100.00% | 100.00% |
12/11/2024 | 0.41% | 98.10 % | 98.50 % | 500,000 | 500,000 | 148,175 | 148,175 | 145,459 USD | 146,051 USD | 100.00% | 100.00% |
11/11/2024 | 0.41% | 98.30 % | 98.70 % | 500,000 | 500,000 | 148,328 | 148,328 | 145,808 USD | 146,401 USD | 100.00% | 100.00% |
08/11/2024 | 0.41% | 98.50 % | 98.90 % | 500,000 | 500,000 | 148,263 | 148,263 | 145,994 USD | 146,587 USD | 100.00% | 100.00% |
07/11/2024 | 0.41% | 98.40 % | 98.80 % | 500,000 | 500,000 | 148,146 | 148,146 | 145,738 USD | 146,330 USD | 100.00% | 100.00% |