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 | 0.73% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,200 | 145,200 | 143,138 USD | 143,968 USD | 99.64% | 99.64% |
19/11/2024 | 0.73% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,700 | 144,700 | 142,784 USD | 143,611 USD | 100.00% | 100.00% |
18/11/2024 | 0.71% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,078 | 145,078 | 142,928 USD | 143,749 USD | 99.77% | 99.77% |
15/11/2024 | 0.72% | 98.50 % | 99.00 % | 500,000 | 500,000 | 144,176 | 144,176 | 141,902 USD | 142,723 USD | 99.04% | 99.04% |
14/11/2024 | 0.73% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,700 | 145,700 | 142,838 USD | 143,669 USD | 99.10% | 99.10% |
13/11/2024 | 2.97% | 97.90 % | 98.40 % | 500,000 | 500,000 | 144,998 | 144,998 | 141,726 USD | 143,652 USD | 99.77% | 99.77% |