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 | 0.54% | 94.50 % | 95.00 % | 500,000 | 500,000 | 146,947 | 146,947 | 138,895 USD | 139,630 USD | 99.01% | 99.01% |
19/11/2024 | 0.55% | 94.30 % | 94.80 % | 500,000 | 500,000 | 146,879 | 146,879 | 139,434 USD | 140,172 USD | 99.86% | 99.86% |
18/11/2024 | 0.59% | 94.80 % | 95.30 % | 500,000 | 500,000 | 143,638 | 143,638 | 136,754 USD | 137,485 USD | 99.77% | 99.77% |
15/11/2024 | 0.53% | 95.00 % | 95.50 % | 500,000 | 500,000 | 147,244 | 147,244 | 140,379 USD | 141,116 USD | 100.00% | 100.00% |
14/11/2024 | 0.54% | 96.70 % | 97.20 % | 500,000 | 500,000 | 145,386 | 145,386 | 140,341 USD | 141,073 USD | 98.82% | 98.82% |
13/11/2024 | 0.55% | 95.30 % | 95.80 % | 500,000 | 500,000 | 144,883 | 144,883 | 137,569 USD | 138,298 USD | 99.69% | 99.69% |