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 | 0.52% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,198 | 145,198 | 142,485 USD | 143,213 USD | 99.64% | 99.64% |
19/11/2024 | 0.53% | 98.20 % | 98.70 % | 500,000 | 500,000 | 144,793 | 144,793 | 142,123 USD | 142,850 USD | 100.00% | 100.00% |
18/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,081 | 145,081 | 142,788 USD | 143,516 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 98.40 % | 98.90 % | 500,000 | 500,000 | 144,248 | 144,248 | 141,797 USD | 142,519 USD | 99.04% | 99.04% |
14/11/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 145,702 | 145,702 | 143,286 USD | 144,018 USD | 99.10% | 99.10% |
13/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,124 | 145,124 | 142,675 USD | 143,404 USD | 99.69% | 99.69% |