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 | 0.50% | 99.90 % | 100.40 % | 500,000 | 100,000 | 146,732 | 29,346 | 146,584 USD | 29,464 USD | 99.50% | 99.50% |
15/05/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 100,000 | 147,761 | 29,552 | 147,758 USD | 29,700 USD | 99.44% | 99.44% |
14/05/2024 | 0.74% | 100.00 % | 100.50 % | 500,000 | 100,000 | 136,594 | 27,319 | 136,593 USD | 27,468 USD | 98.93% | 98.93% |
13/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 100,000 | 148,004 | 29,601 | 148,003 USD | 29,749 USD | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 100,000 | 147,959 | 29,592 | 148,107 USD | 29,770 USD | 100.00% | 100.00% |
08/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 100,000 | 119,944 | 23,989 | 120,064 USD | 24,133 USD | 90.67% | 90.67% |
07/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 100,000 | 148,366 | 29,673 | 148,514 USD | 29,851 USD | 99.61% | 99.61% |
06/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 100,000 | 148,026 | 29,605 | 148,173 USD | 29,783 USD | 100.00% | 100.00% |
03/05/2024 | 0.53% | 100.20 % | 100.70 % | 500,000 | 100,000 | 124,076 | 24,815 | 124,268 USD | 25,001 USD | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 100,000 | 148,063 | 29,613 | 148,358 USD | 29,820 USD | 100.00% | 100.00% |