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 | 1.03% | 111.39 USD | 112.52 USD | 5,500 | 5,500 | 2,443 | 2,443 | 272,364 USD | 275,132 USD | 99.64% | 99.64% |
19/11/2024 | 1.04% | 111.46 USD | 112.59 USD | 5,500 | 5,500 | 2,437 | 2,437 | 271,414 USD | 274,180 USD | 100.00% | 100.00% |
18/11/2024 | 1.04% | 111.20 USD | 112.33 USD | 5,500 | 5,500 | 2,442 | 2,442 | 271,332 USD | 274,101 USD | 99.77% | 99.77% |
15/11/2024 | 1.03% | 111.22 USD | 112.35 USD | 5,500 | 5,500 | 2,434 | 2,434 | 271,122 USD | 273,878 USD | 99.04% | 99.04% |
14/11/2024 | 1.04% | 111.51 USD | 112.64 USD | 5,400 | 5,400 | 2,425 | 2,425 | 270,459 USD | 273,211 USD | 99.10% | 99.10% |
13/11/2024 | 1.04% | 111.54 USD | 112.67 USD | 5,400 | 5,400 | 2,416 | 2,416 | 269,320 USD | 272,062 USD | 100.00% | 100.00% |
12/11/2024 | 1.04% | 111.63 USD | 112.76 USD | 5,400 | 5,400 | 2,416 | 2,416 | 269,650 USD | 272,392 USD | 100.00% | 100.00% |
11/11/2024 | 1.04% | 111.59 USD | 112.72 USD | 5,400 | 5,400 | 2,418 | 2,418 | 269,938 USD | 272,681 USD | 99.87% | 99.87% |
08/11/2024 | 1.04% | 111.58 USD | 112.71 USD | 5,400 | 5,400 | 2,415 | 2,415 | 269,479 USD | 272,221 USD | 100.00% | 100.00% |
07/11/2024 | 1.04% | 111.33 USD | 112.46 USD | 5,400 | 5,400 | 2,419 | 2,419 | 269,451 USD | 272,195 USD | 99.88% | 99.88% |