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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.78% | 105.40 % | 106.20 % | 500,000 | 500,000 | 144,835 | 144,835 | 152,542 USD | 153,706 USD | 100.00% | 100.00% |
12/11/2024 | 0.78% | 105.00 % | 105.80 % | 500,000 | 500,000 | 144,821 | 144,821 | 152,093 USD | 153,257 USD | 100.00% | 100.00% |
11/11/2024 | 0.78% | 105.20 % | 106.00 % | 500,000 | 500,000 | 144,970 | 144,970 | 152,434 USD | 153,598 USD | 99.87% | 99.87% |
08/11/2024 | 0.79% | 104.60 % | 105.40 % | 500,000 | 500,000 | 144,837 | 144,837 | 151,509 USD | 152,673 USD | 100.00% | 100.00% |
07/11/2024 | 0.89% | 104.70 % | 105.50 % | 500,000 | 500,000 | 145,285 | 145,285 | 151,889 USD | 153,111 USD | 99.23% | 99.23% |
06/11/2024 | 1.02% | 103.20 % | 104.00 % | 500,000 | 500,000 | 143,649 | 143,649 | 148,159 USD | 149,422 USD | 100.00% | 100.00% |
05/11/2024 | 0.80% | 102.10 % | 102.90 % | 500,000 | 500,000 | 145,156 | 145,156 | 148,202 USD | 149,367 USD | 99.52% | 99.52% |
04/11/2024 | 0.81% | 102.00 % | 102.80 % | 500,000 | 500,000 | 145,056 | 145,056 | 147,955 USD | 149,121 USD | 99.74% | 99.74% |
01/11/2024 | 0.81% | 101.60 % | 102.40 % | 500,000 | 500,000 | 201,219 | 201,219 | 204,666 USD | 206,281 USD | 99.66% | 99.66% |
31/10/2024 | 1.00% | 102.40 % | 103.20 % | 500,000 | 500,000 | 200,273 | 200,273 | 203,843 USD | 205,545 USD | 100.00% | 100.00% |