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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 144,833 | 144,833 | 142,810 USD | 143,537 USD | 100.00% | 100.00% |
22/11/2024 | 0.53% | 98.20 % | 98.70 % | 500,000 | 500,000 | 144,750 | 144,750 | 142,475 USD | 143,202 USD | 99.90% | 99.90% |
20/11/2024 | 0.61% | 97.20 % | 97.70 % | 500,000 | 500,000 | 142,367 | 142,367 | 138,810 USD | 139,528 USD | 99.01% | 99.01% |
19/11/2024 | 0.53% | 97.60 % | 98.10 % | 500,000 | 500,000 | 144,798 | 144,798 | 141,125 USD | 141,854 USD | 100.00% | 100.00% |
18/11/2024 | 0.53% | 97.60 % | 98.10 % | 500,000 | 500,000 | 145,081 | 145,081 | 141,397 USD | 142,125 USD | 99.77% | 99.77% |
15/11/2024 | 0.52% | 97.40 % | 97.90 % | 500,000 | 500,000 | 144,254 | 144,254 | 140,351 USD | 141,073 USD | 99.04% | 99.04% |
14/11/2024 | 0.53% | 97.80 % | 98.30 % | 500,000 | 500,000 | 145,700 | 145,700 | 142,608 USD | 143,340 USD | 99.10% | 99.10% |
13/11/2024 | 0.53% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,125 | 145,125 | 142,201 USD | 142,930 USD | 99.69% | 99.69% |