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 | 0,52% | 100,40 % | 101,11 % | 350 000 | 350 000 | 133 299 | 133 299 | 133 936 USD | 134 666 USD | 98,79% | 98,79% |
19/11/2024 | 0,53% | 100,50 % | 101,00 % | 500 000 | 500 000 | 135 404 | 135 404 | 136 081 USD | 136 813 USD | 99,67% | 99,67% |
18/11/2024 | 0,51% | 100,50 % | 101,00 % | 500 000 | 500 000 | 146 876 | 146 876 | 147 610 USD | 148 345 USD | 99,77% | 99,77% |
15/11/2024 | 0,51% | 100,40 % | 100,90 % | 500 000 | 500 000 | 147 468 | 147 468 | 148 186 USD | 148 924 USD | 100,00% | 100,00% |
14/11/2024 | 0,58% | 100,50 % | 101,00 % | 500 000 | 500 000 | 122 163 | 122 163 | 122 812 USD | 123 456 USD | 93,19% | 93,19% |
13/11/2024 | 0,68% | 100,60 % | 101,10 % | 500 000 | 500 000 | 144 849 | 144 849 | 145 718 USD | 146 532 USD | 100,00% | 100,00% |
12/11/2024 | 0,68% | 100,60 % | 101,10 % | 500 000 | 500 000 | 144 829 | 144 829 | 145 698 USD | 146 511 USD | 100,00% | 100,00% |
11/11/2024 | 0,68% | 100,60 % | 101,10 % | 500 000 | 500 000 | 144 851 | 144 851 | 145 720 USD | 146 533 USD | 100,00% | 100,00% |
08/11/2024 | 0,68% | 100,60 % | 101,10 % | 500 000 | 500 000 | 144 849 | 144 849 | 145 718 USD | 146 532 USD | 100,00% | 100,00% |
07/11/2024 | 0,69% | 100,60 % | 101,10 % | 500 000 | 500 000 | 145 583 | 145 583 | 146 457 USD | 147 275 USD | 99,23% | 99,23% |