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 | 0.88% | 97.00 % | 97.50 % | 500,000 | 500,000 | 146,495 | 146,495 | 142,070 USD | 142,976 USD | 99.48% | 99.48% |
19/11/2024 | 0.94% | 97.50 % | 98.00 % | 500,000 | 500,000 | 144,907 | 144,907 | 140,269 USD | 141,177 USD | 100.00% | 100.00% |
18/11/2024 | 0.91% | 97.00 % | 97.50 % | 500,000 | 500,000 | 146,825 | 146,825 | 142,695 USD | 143,618 USD | 99.78% | 99.78% |
15/11/2024 | 0.90% | 97.40 % | 97.90 % | 500,000 | 500,000 | 144,170 | 144,170 | 140,307 USD | 141,211 USD | 99.04% | 99.04% |
14/11/2024 | 0.92% | 98.10 % | 98.60 % | 500,000 | 500,000 | 144,599 | 144,599 | 141,441 USD | 142,349 USD | 99.10% | 99.10% |
13/11/2024 | 0.92% | 97.60 % | 98.10 % | 500,000 | 500,000 | 144,923 | 144,923 | 141,555 USD | 142,471 USD | 99.69% | 99.69% |