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 | 1.28% | 96.15 % | 96.65 % | 500,000 | 500,000 | 142,142 | 142,142 | 136,863 USD | 137,923 USD | 98.58% | 98.58% |
19/11/2024 | 1.29% | 96.15 % | 96.65 % | 500,000 | 500,000 | 144,887 | 144,887 | 139,258 USD | 140,318 USD | 100.00% | 100.00% |
18/11/2024 | 1.26% | 95.85 % | 96.35 % | 500,000 | 500,000 | 148,098 | 148,098 | 141,310 USD | 142,405 USD | 100.00% | 100.00% |
15/11/2024 | 1.23% | 95.95 % | 96.45 % | 500,000 | 500,000 | 148,206 | 148,206 | 142,399 USD | 143,487 USD | 100.00% | 100.00% |
14/11/2024 | 1.31% | 97.65 % | 98.15 % | 500,000 | 500,000 | 141,954 | 141,954 | 138,600 USD | 139,633 USD | 100.00% | 100.00% |
13/11/2024 | 0.55% | 99.05 % | 99.55 % | 500,000 | 500,000 | 146,684 | 146,684 | 145,488 USD | 146,238 USD | 100.00% | 100.00% |
12/11/2024 | 0.49% | 100.25 % | 100.75 % | 500,000 | 500,000 | 148,296 | 148,296 | 149,201 USD | 149,943 USD | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 148,131 | 148,131 | 150,011 USD | 150,752 USD | 100.00% | 100.00% |
08/11/2024 | 0.64% | 101.25 % | 101.75 % | 500,000 | 500,000 | 149,622 | 149,622 | 151,526 USD | 152,351 USD | 98.52% | 98.52% |
07/11/2024 | 0.82% | 101.60 % | 102.40 % | 500,000 | 500,000 | 146,968 | 146,968 | 149,160 USD | 150,344 USD | 99.23% | 99.23% |