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 | 0.82% | 98.00 % | 98.80 % | 500,000 | 500,000 | 143,727 | 143,727 | 140,909 USD | 142,064 USD | 97.77% | 97.77% |
19/11/2024 | 0.89% | 98.50 % | 99.30 % | 500,000 | 500,000 | 145,061 | 145,061 | 141,730 USD | 142,918 USD | 100.00% | 100.00% |
18/11/2024 | 1.05% | 98.30 % | 99.30 % | 500,000 | 500,000 | 148,308 | 148,308 | 145,853 USD | 147,357 USD | 100.00% | 100.00% |
15/11/2024 | 1.04% | 98.60 % | 99.60 % | 500,000 | 500,000 | 148,137 | 148,137 | 146,085 USD | 147,580 USD | 100.00% | 100.00% |
14/11/2024 | 0.86% | 99.00 % | 99.80 % | 500,000 | 500,000 | 147,170 | 147,170 | 145,198 USD | 146,396 USD | 100.00% | 100.00% |
13/11/2024 | 0.85% | 98.30 % | 99.10 % | 500,000 | 500,000 | 147,927 | 147,927 | 145,560 USD | 146,765 USD | 100.00% | 100.00% |
12/11/2024 | 1.04% | 98.00 % | 99.00 % | 500,000 | 500,000 | 148,296 | 148,296 | 145,756 USD | 147,253 USD | 100.00% | 100.00% |
11/11/2024 | 1.04% | 98.70 % | 99.70 % | 500,000 | 500,000 | 148,236 | 148,236 | 145,967 USD | 147,464 USD | 100.00% | 100.00% |
08/11/2024 | 0.84% | 98.30 % | 99.10 % | 500,000 | 500,000 | 148,182 | 148,182 | 145,507 USD | 146,707 USD | 100.00% | 100.00% |
07/11/2024 | 0.84% | 97.90 % | 98.70 % | 500,000 | 500,000 | 148,366 | 148,366 | 145,536 USD | 146,738 USD | 99.76% | 99.76% |