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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.59% | 102.14 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,350 USD | 256,850 USD | 99.41% | 99.41% |
22/05/2024 | 0.59% | 102.08 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,200 USD | 256,700 USD | 97.24% | 97.24% |
21/05/2024 | 0.59% | 102.06 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,150 USD | 256,650 USD | 100.00% | 100.00% |
17/05/2024 | 0.59% | 102.04 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,100 USD | 256,600 USD | 100.00% | 100.00% |
16/05/2024 | 0.59% | 102.02 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,050 USD | 256,550 USD | 100.00% | 100.00% |
15/05/2024 | 0.59% | 101.97 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,901 USD | 256,401 USD | 100.00% | 100.00% |
14/05/2024 | 0.59% | 101.95 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,875 USD | 256,375 USD | 100.00% | 100.00% |
13/05/2024 | 0.59% | 101.94 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,850 USD | 256,350 USD | 100.00% | 100.00% |
10/05/2024 | 0.59% | 101.92 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,800 USD | 256,300 USD | 100.00% | 100.00% |
08/05/2024 | 0.59% | 101.86 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,643 USD | 256,143 USD | 100.00% | 100.00% |