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 | 1.54% | 100.50 % | 101.30 % | 500,000 | 500,000 | 145,806 | 145,806 | 146,800 USD | 148,333 USD | 99.01% | 99.01% |
19/11/2024 | 1.74% | 100.80 % | 101.80 % | 500,000 | 500,000 | 144,824 | 144,824 | 145,762 USD | 147,578 USD | 100.00% | 100.00% |
18/11/2024 | 1.75% | 100.40 % | 101.40 % | 500,000 | 500,000 | 145,080 | 145,080 | 145,387 USD | 147,205 USD | 99.77% | 99.77% |
15/11/2024 | 1.54% | 100.20 % | 101.00 % | 500,000 | 500,000 | 144,258 | 144,258 | 144,862 USD | 146,382 USD | 99.03% | 99.03% |
14/11/2024 | 1.53% | 101.10 % | 101.90 % | 500,000 | 500,000 | 145,703 | 145,703 | 147,322 USD | 148,854 USD | 99.10% | 99.10% |
13/11/2024 | 1.73% | 100.90 % | 101.90 % | 500,000 | 500,000 | 144,842 | 144,842 | 146,379 USD | 148,196 USD | 100.00% | 100.00% |
12/11/2024 | 1.73% | 101.30 % | 102.30 % | 500,000 | 500,000 | 144,838 | 144,838 | 146,561 USD | 148,378 USD | 100.00% | 100.00% |
11/11/2024 | 1.54% | 101.10 % | 101.90 % | 500,000 | 500,000 | 144,942 | 144,942 | 146,616 USD | 148,143 USD | 99.87% | 99.87% |
08/11/2024 | 1.69% | 100.40 % | 101.20 % | 500,000 | 500,000 | 135,156 | 135,156 | 134,363 USD | 135,770 USD | 100.00% | 100.00% |
07/11/2024 | 1.74% | 101.00 % | 102.00 % | 500,000 | 500,000 | 145,220 | 145,220 | 146,507 USD | 148,327 USD | 99.63% | 99.63% |