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% | 97.40 % | 97.90 % | 500,000 | 500,000 | 145,200 | 145,200 | 141,736 USD | 142,464 USD | 99.64% | 99.64% |
19/11/2024 | 0.53% | 97.30 % | 97.80 % | 500,000 | 500,000 | 144,622 | 144,622 | 140,743 USD | 141,470 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 97.60 % | 98.10 % | 500,000 | 500,000 | 145,080 | 145,080 | 141,303 USD | 142,031 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 97.70 % | 98.20 % | 500,000 | 500,000 | 144,254 | 144,254 | 140,611 USD | 141,333 USD | 99.04% | 99.04% |
14/11/2024 | 0.53% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,702 | 145,702 | 142,680 USD | 143,412 USD | 99.10% | 99.10% |
13/11/2024 | 0.53% | 98.10 % | 98.60 % | 500,000 | 500,000 | 144,865 | 144,865 | 141,953 USD | 142,681 USD | 99.96% | 99.96% |