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 | 0.61% | 97.50 % | 98.00 % | 500,000 | 500,000 | 145,074 | 145,074 | 141,681 USD | 142,450 USD | 99.64% | 99.64% |
19/11/2024 | 0.61% | 97.60 % | 98.10 % | 500,000 | 500,000 | 144,833 | 144,833 | 141,569 USD | 142,338 USD | 100.00% | 100.00% |
18/11/2024 | 0.61% | 97.90 % | 98.40 % | 500,000 | 500,000 | 145,086 | 145,086 | 142,023 USD | 142,793 USD | 99.77% | 99.77% |
15/11/2024 | 0.62% | 97.90 % | 98.40 % | 500,000 | 500,000 | 144,681 | 144,681 | 141,682 USD | 142,451 USD | 100.00% | 100.00% |
14/11/2024 | 0.61% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,692 | 145,692 | 142,926 USD | 143,701 USD | 99.10% | 99.10% |
13/11/2024 | 2.31% | 97.80 % | 98.30 % | 500,000 | 500,000 | 145,332 | 145,332 | 142,063 USD | 143,668 USD | 99.69% | 99.69% |