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 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 143,841 | 143,841 | 144,163 USD | 145,314 USD | 97.94% | 97.94% |
19/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 148,235 | 148,235 | 148,425 USD | 149,611 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,355 | 148,355 | 148,401 USD | 149,885 USD | 100.00% | 100.00% |
15/11/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 148,327 | 148,327 | 148,457 USD | 149,940 USD | 99.93% | 99.93% |
14/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 148,148 | 148,148 | 148,889 USD | 150,074 USD | 100.00% | 100.00% |
13/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,085 | 148,085 | 148,703 USD | 149,887 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 148,332 | 148,332 | 149,047 USD | 150,530 USD | 100.00% | 100.00% |
11/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 148,309 | 148,309 | 149,060 USD | 150,543 USD | 100.00% | 100.00% |