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 | 0.53% | 95.90 % | 96.40 % | 500,000 | 500,000 | 145,810 | 145,810 | 140,243 USD | 140,974 USD | 99.01% | 99.01% |
19/11/2024 | 0.54% | 96.50 % | 97.00 % | 500,000 | 500,000 | 144,549 | 144,549 | 139,630 USD | 140,357 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 97.00 % | 97.50 % | 500,000 | 500,000 | 145,083 | 145,083 | 140,828 USD | 141,556 USD | 99.78% | 99.78% |
15/11/2024 | 0.53% | 97.30 % | 97.80 % | 500,000 | 500,000 | 144,729 | 144,729 | 141,074 USD | 141,802 USD | 100.00% | 100.00% |
14/11/2024 | 0.58% | 98.60 % | 99.10 % | 500,000 | 500,000 | 142,225 | 142,225 | 139,915 USD | 140,643 USD | 99.10% | 99.10% |
13/11/2024 | 0.53% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,134 | 145,134 | 142,620 USD | 143,349 USD | 99.69% | 99.69% |