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 | 1.08% | 94.30 % | 95.30 % | 500,000 | 500,000 | 145,814 | 145,814 | 137,725 USD | 139,187 USD | 99.01% | 99.01% |
19/11/2024 | 1.09% | 94.40 % | 95.40 % | 500,000 | 500,000 | 144,390 | 144,390 | 136,661 USD | 138,114 USD | 100.00% | 100.00% |
18/11/2024 | 1.07% | 94.60 % | 95.60 % | 500,000 | 500,000 | 145,082 | 145,082 | 138,075 USD | 139,531 USD | 99.77% | 99.77% |
15/11/2024 | 1.10% | 95.90 % | 96.90 % | 500,000 | 500,000 | 140,791 | 140,791 | 135,104 USD | 136,528 USD | 99.04% | 99.04% |
14/11/2024 | 1.07% | 96.40 % | 97.40 % | 500,000 | 500,000 | 145,705 | 145,705 | 140,328 USD | 141,792 USD | 99.10% | 99.10% |
13/11/2024 | 1.07% | 95.90 % | 96.90 % | 500,000 | 500,000 | 144,846 | 144,846 | 139,123 USD | 140,578 USD | 100.00% | 100.00% |
12/11/2024 | 1.07% | 96.00 % | 97.00 % | 500,000 | 500,000 | 144,852 | 144,852 | 139,222 USD | 140,678 USD | 100.00% | 100.00% |
11/11/2024 | 1.07% | 96.20 % | 97.20 % | 500,000 | 500,000 | 144,974 | 144,974 | 139,510 USD | 140,966 USD | 99.87% | 99.87% |
08/11/2024 | 1.07% | 96.00 % | 97.00 % | 500,000 | 500,000 | 144,833 | 144,833 | 138,944 USD | 140,399 USD | 100.00% | 100.00% |
07/11/2024 | 1.08% | 95.70 % | 96.70 % | 500,000 | 500,000 | 144,579 | 144,579 | 138,314 USD | 139,768 USD | 99.64% | 99.64% |