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 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 143,729 | 143,729 | 143,319 USD | 144,756 USD | 97.95% | 97.95% |
19/11/2024 | 0.81% | 100.30 % | 101.10 % | 500,000 | 500,000 | 147,300 | 147,300 | 147,996 USD | 149,179 USD | 100.00% | 100.00% |
18/11/2024 | 0.85% | 99.80 % | 100.60 % | 500,000 | 500,000 | 143,623 | 143,623 | 143,572 USD | 144,734 USD | 99.06% | 99.06% |
15/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 147,101 | 147,101 | 146,524 USD | 147,996 USD | 99.72% | 99.72% |
14/11/2024 | 1.00% | 100.70 % | 101.70 % | 500,000 | 500,000 | 147,599 | 147,599 | 148,509 USD | 149,988 USD | 100.00% | 100.00% |
13/11/2024 | 0.81% | 99.80 % | 100.60 % | 500,000 | 500,000 | 147,795 | 147,795 | 147,220 USD | 148,403 USD | 100.00% | 100.00% |
12/11/2024 | 0.82% | 99.50 % | 100.30 % | 500,000 | 500,000 | 147,043 | 147,043 | 146,615 USD | 147,796 USD | 100.00% | 100.00% |
11/11/2024 | 1.02% | 100.40 % | 101.40 % | 500,000 | 500,000 | 146,090 | 146,090 | 147,190 USD | 148,659 USD | 100.00% | 100.00% |
08/11/2024 | 1.02% | 100.90 % | 101.90 % | 500,000 | 500,000 | 146,036 | 146,036 | 147,285 USD | 148,754 USD | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.30 % | 102.10 % | 500,000 | 500,000 | 148,468 | 148,468 | 150,208 USD | 151,397 USD | 99.23% | 99.23% |