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 | 0.58% | 101.70 % | 102.20 % | 500,000 | 500,000 | 133,901 | 133,901 | 136,321 USD | 137,007 USD | 99.64% | 99.64% |
19/11/2024 | 0.50% | 101.80 % | 102.30 % | 500,000 | 500,000 | 147,334 | 147,334 | 149,817 USD | 150,555 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 101.70 % | 102.20 % | 500,000 | 500,000 | 145,141 | 145,141 | 147,068 USD | 147,801 USD | 99.77% | 99.77% |
15/11/2024 | 0.50% | 101.20 % | 101.70 % | 500,000 | 500,000 | 147,352 | 147,352 | 149,221 USD | 149,958 USD | 100.00% | 100.00% |
14/11/2024 | 0.51% | 101.60 % | 102.10 % | 500,000 | 500,000 | 145,658 | 145,658 | 147,960 USD | 148,692 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 101.70 % | 102.20 % | 500,000 | 500,000 | 144,328 | 144,328 | 146,574 USD | 147,301 USD | 100.00% | 100.00% |
12/11/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,830 | 144,830 | 146,367 USD | 147,095 USD | 100.00% | 100.00% |
11/11/2024 | 0.54% | 100.50 % | 102.01 % | 50,000 | 50,000 | 131,095 | 131,095 | 132,242 USD | 132,916 USD | 100.00% | 100.00% |
08/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,638 | 144,638 | 145,702 USD | 146,429 USD | 100.00% | 100.00% |
07/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,564 | 145,564 | 146,270 USD | 147,001 USD | 99.23% | 99.23% |