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 | 0.56% | 97.10 % | 97.60 % | 500,000 | 500,000 | 145,810 | 145,810 | 141,463 USD | 142,210 USD | 99.01% | 99.01% |
19/11/2024 | 0.57% | 96.50 % | 97.00 % | 500,000 | 500,000 | 144,793 | 144,793 | 139,560 USD | 140,302 USD | 100.00% | 100.00% |
18/11/2024 | 0.57% | 96.30 % | 96.80 % | 500,000 | 500,000 | 145,083 | 145,083 | 139,464 USD | 140,208 USD | 99.78% | 99.78% |
15/11/2024 | 0.55% | 96.40 % | 96.90 % | 500,000 | 500,000 | 144,256 | 144,256 | 139,275 USD | 140,009 USD | 99.03% | 99.03% |
14/11/2024 | 0.56% | 96.50 % | 97.00 % | 500,000 | 500,000 | 145,710 | 145,710 | 141,005 USD | 141,752 USD | 99.10% | 99.10% |
13/11/2024 | 2.06% | 97.30 % | 97.80 % | 500,000 | 500,000 | 145,345 | 145,345 | 141,378 USD | 142,852 USD | 99.69% | 99.69% |