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 | 0.81% | 98.86 % | 99.66 % | 250,000 | 230,000 | 250,000 | 244,875 | 247,095 USD | 243,985 USD | 100.00% | 100.00% |
19/11/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,736 USD | 249,736 USD | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,076 USD | 248,076 USD | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.02 % | 98.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,166 USD | 247,166 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.83 % | 98.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,788 USD | 245,788 USD | 99.99% | 99.99% |
13/11/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,015 USD | 248,015 USD | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,734 USD | 247,734 USD | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,979 USD | 248,979 USD | 99.91% | 99.91% |
08/11/2024 | 0.80% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,598 USD | 249,598 USD | 100.00% | 100.00% |
07/11/2024 | 0.81% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,187 USD | 249,187 USD | 99.70% | 99.70% |