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 | 0.49% | 102.55 % | 103.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,890 USD | 514,944 USD | 99.38% | 99.38% |
19/11/2024 | 0.49% | 102.55 % | 103.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,610 USD | 515,307 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,520 USD | 515,758 USD | 99.38% | 99.38% |
15/11/2024 | 0.49% | 102.80 % | 103.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,180 USD | 515,090 USD | 99.38% | 99.38% |
14/11/2024 | 0.49% | 102.50 % | 103.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,670 USD | 512,833 USD | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,660 USD | 507,160 USD | 99.38% | 99.38% |
12/11/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,020 USD | 506,520 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,645 USD | 506,145 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,880 USD | 505,380 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,506 USD | 505,006 USD | 98.78% | 98.78% |