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 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 148,318 | 148,318 | 147,478 USD | 148,220 USD | 100.00% | 100.00% |
22/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 147,881 | 147,881 | 146,633 USD | 147,372 USD | 99.91% | 99.91% |
20/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 143,707 | 143,707 | 142,015 USD | 142,733 USD | 97.95% | 97.95% |
19/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 148,244 | 148,244 | 147,088 USD | 147,830 USD | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 144,930 | 144,930 | 143,412 USD | 144,137 USD | 99.08% | 99.08% |
15/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 148,330 | 148,330 | 146,930 USD | 147,671 USD | 99.93% | 99.93% |
14/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 148,225 | 148,225 | 147,630 USD | 148,371 USD | 99.92% | 99.92% |
13/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 148,076 | 148,076 | 146,756 USD | 147,497 USD | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 148,184 | 148,184 | 148,173 USD | 148,914 USD | 100.00% | 100.00% |
11/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 148,311 | 148,311 | 149,515 USD | 150,256 USD | 100.00% | 100.00% |