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 | 0.54% | 96.71 % | 97.40 % | 350,000 | 350,000 | 133,302 | 133,225 | 129,280 USD | 129,929 USD | 98.79% | 98.79% |
19/11/2024 | 0.55% | 97.10 % | 97.60 % | 500,000 | 500,000 | 135,399 | 135,399 | 131,154 USD | 131,886 USD | 99.67% | 99.67% |
18/11/2024 | 0.53% | 96.80 % | 97.30 % | 500,000 | 500,000 | 146,879 | 146,879 | 141,767 USD | 142,502 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 147,469 | 147,469 | 142,748 USD | 143,486 USD | 100.00% | 100.00% |
14/11/2024 | 0.59% | 97.30 % | 97.80 % | 500,000 | 500,000 | 122,173 | 122,173 | 119,238 USD | 119,882 USD | 93.19% | 93.19% |
13/11/2024 | 0.70% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,143 | 143,932 | 142,267 USD | 141,891 USD | 99.69% | 99.69% |