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 | 0.98% | 105.60 % | 106.60 % | 500,000 | 500,000 | 145,591 | 145,591 | 153,743 USD | 155,201 USD | 99.65% | 99.65% |
19/11/2024 | 1.22% | 105.50 % | 106.50 % | 500,000 | 500,000 | 121,378 | 121,378 | 128,026 USD | 129,588 USD | 100.00% | 100.00% |
18/11/2024 | 0.97% | 105.50 % | 106.50 % | 500,000 | 500,000 | 146,698 | 146,698 | 154,634 USD | 156,103 USD | 99.78% | 99.78% |
15/11/2024 | 0.96% | 105.60 % | 106.60 % | 500,000 | 500,000 | 147,350 | 147,350 | 155,647 USD | 157,122 USD | 100.00% | 100.00% |
14/11/2024 | 1.57% | 105.80 % | 108.80 % | 250,000 | 250,000 | 91,196 | 91,196 | 96,440 USD | 98,523 USD | 98.28% | 98.28% |
13/11/2024 | 0.97% | 105.60 % | 106.60 % | 500,000 | 500,000 | 144,845 | 144,845 | 153,029 USD | 154,484 USD | 100.00% | 100.00% |
12/11/2024 | 0.97% | 105.70 % | 106.70 % | 500,000 | 500,000 | 144,615 | 144,615 | 152,868 USD | 154,323 USD | 100.00% | 100.00% |
11/11/2024 | 0.97% | 105.70 % | 106.70 % | 500,000 | 500,000 | 144,963 | 144,963 | 153,249 USD | 154,706 USD | 100.00% | 100.00% |
08/11/2024 | 0.98% | 105.80 % | 106.80 % | 500,000 | 500,000 | 144,558 | 144,558 | 152,902 USD | 154,355 USD | 100.00% | 100.00% |
07/11/2024 | 0.97% | 105.80 % | 106.80 % | 500,000 | 500,000 | 145,516 | 145,516 | 153,773 USD | 155,235 USD | 99.23% | 99.23% |