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 | 0.54% | 94.00 % | 94.50 % | 500,000 | 500,000 | 146,422 | 146,422 | 138,217 USD | 138,950 USD | 99.64% | 99.64% |
19/11/2024 | 0.54% | 94.70 % | 95.20 % | 500,000 | 500,000 | 147,153 | 147,153 | 139,265 USD | 140,003 USD | 100.00% | 100.00% |
18/11/2024 | 0.54% | 94.60 % | 95.10 % | 500,000 | 500,000 | 146,863 | 146,863 | 139,090 USD | 139,825 USD | 99.77% | 99.77% |
15/11/2024 | 0.53% | 94.60 % | 95.10 % | 500,000 | 500,000 | 147,371 | 147,371 | 140,404 USD | 141,142 USD | 100.00% | 100.00% |
14/11/2024 | 0.53% | 96.30 % | 96.80 % | 500,000 | 500,000 | 145,709 | 145,709 | 140,430 USD | 141,162 USD | 99.10% | 99.10% |
13/11/2024 | 0.54% | 96.60 % | 97.10 % | 500,000 | 500,000 | 144,840 | 144,840 | 139,333 USD | 140,060 USD | 100.00% | 100.00% |
12/11/2024 | 0.54% | 96.10 % | 96.60 % | 500,000 | 500,000 | 144,835 | 144,835 | 138,840 USD | 139,568 USD | 100.00% | 100.00% |
11/11/2024 | 0.54% | 95.30 % | 95.80 % | 500,000 | 500,000 | 144,982 | 144,982 | 137,691 USD | 138,419 USD | 99.87% | 99.87% |
08/11/2024 | 0.54% | 94.60 % | 95.10 % | 500,000 | 500,000 | 144,841 | 144,841 | 137,366 USD | 138,093 USD | 100.00% | 100.00% |
07/11/2024 | 0.54% | 94.80 % | 95.30 % | 500,000 | 500,000 | 144,852 | 144,852 | 137,558 USD | 138,286 USD | 100.00% | 100.00% |