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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.53% | 99.50 % | 100.30 % | 500,000 | 100,000 | 147,378 | 29,476 | 146,641 USD | 29,638 USD | 99.19% | 99.19% |
15/05/2024 | 1.73% | 99.40 % | 100.40 % | 500,000 | 100,000 | 149,129 | 29,826 | 148,234 USD | 30,019 USD | 99.19% | 99.19% |
14/05/2024 | 1.73% | 99.50 % | 100.50 % | 500,000 | 100,000 | 148,300 | 29,660 | 147,558 USD | 29,882 USD | 98.45% | 98.45% |
13/05/2024 | 1.53% | 99.60 % | 100.40 % | 500,000 | 100,000 | 148,473 | 29,695 | 147,879 USD | 29,887 USD | 99.80% | 99.80% |
10/05/2024 | 1.53% | 99.60 % | 100.40 % | 500,000 | 100,000 | 147,591 | 29,518 | 147,001 USD | 29,710 USD | 99.53% | 99.53% |
08/05/2024 | 1.74% | 99.60 % | 100.60 % | 500,000 | 100,000 | 139,517 | 27,903 | 138,959 USD | 28,146 USD | 97.13% | 97.13% |
07/05/2024 | 1.73% | 99.60 % | 100.60 % | 500,000 | 100,000 | 149,050 | 29,810 | 148,454 USD | 30,062 USD | 99.24% | 99.24% |
06/05/2024 | 1.53% | 99.70 % | 100.50 % | 500,000 | 100,000 | 145,971 | 29,194 | 145,533 USD | 29,414 USD | 99.08% | 99.08% |
03/05/2024 | 1.58% | 99.80 % | 100.60 % | 500,000 | 100,000 | 147,314 | 29,463 | 147,006 USD | 29,716 USD | 99.45% | 99.45% |
02/05/2024 | 1.76% | 99.70 % | 100.70 % | 500,000 | 100,000 | 145,833 | 29,167 | 145,391 USD | 29,442 USD | 99.73% | 99.73% |