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 | 0.91% | 95.50 % | 96.00 % | 500,000 | 500,000 | 145,808 | 145,808 | 139,429 USD | 140,337 USD | 99.01% | 99.01% |
19/11/2024 | 0.90% | 95.80 % | 96.30 % | 500,000 | 500,000 | 144,246 | 144,246 | 138,525 USD | 139,426 USD | 100.00% | 100.00% |
18/11/2024 | 0.90% | 96.30 % | 96.80 % | 500,000 | 500,000 | 145,086 | 145,086 | 139,601 USD | 140,504 USD | 99.77% | 99.77% |
15/11/2024 | 0.89% | 96.60 % | 97.10 % | 500,000 | 500,000 | 144,248 | 144,248 | 139,316 USD | 140,216 USD | 99.03% | 99.03% |
14/11/2024 | 0.89% | 96.90 % | 97.40 % | 500,000 | 500,000 | 145,717 | 145,717 | 141,014 USD | 141,920 USD | 99.10% | 99.10% |
13/11/2024 | 0.89% | 96.80 % | 97.30 % | 500,000 | 500,000 | 144,958 | 144,958 | 140,276 USD | 141,180 USD | 100.00% | 100.00% |
12/11/2024 | 0.90% | 96.20 % | 96.70 % | 500,000 | 500,000 | 144,837 | 144,837 | 139,688 USD | 140,593 USD | 100.00% | 100.00% |
11/11/2024 | 0.89% | 97.20 % | 97.70 % | 500,000 | 500,000 | 141,120 | 141,120 | 137,152 USD | 138,036 USD | 98.80% | 98.80% |
08/11/2024 | 0.89% | 97.30 % | 97.80 % | 500,000 | 500,000 | 144,838 | 144,838 | 140,825 USD | 141,726 USD | 100.00% | 100.00% |
07/11/2024 | 0.90% | 96.80 % | 97.30 % | 500,000 | 500,000 | 145,726 | 145,726 | 141,272 USD | 142,180 USD | 99.11% | 99.11% |