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 | 1.46% | 104.10 % | 104.90 % | 500,000 | 500,000 | 147,289 | 147,289 | 153,410 USD | 154,957 USD | 99.30% | 99.30% |
15/05/2024 | 1.66% | 104.00 % | 105.00 % | 500,000 | 500,000 | 148,883 | 148,883 | 154,760 USD | 156,616 USD | 99.23% | 99.23% |
14/05/2024 | 1.66% | 103.80 % | 104.80 % | 500,000 | 500,000 | 147,989 | 147,989 | 153,562 USD | 155,409 USD | 98.47% | 98.47% |
13/05/2024 | 1.47% | 104.00 % | 104.80 % | 500,000 | 500,000 | 148,486 | 148,486 | 154,303 USD | 155,858 USD | 99.79% | 99.79% |
10/05/2024 | 1.47% | 103.70 % | 104.50 % | 500,000 | 500,000 | 147,543 | 147,543 | 153,145 USD | 154,693 USD | 99.53% | 99.53% |
08/05/2024 | 1.68% | 103.50 % | 104.50 % | 500,000 | 500,000 | 137,784 | 137,784 | 142,624 USD | 144,379 USD | 96.69% | 96.69% |
07/05/2024 | 1.66% | 103.60 % | 104.60 % | 500,000 | 500,000 | 148,897 | 148,897 | 154,289 USD | 156,144 USD | 99.23% | 99.23% |
06/05/2024 | 1.48% | 103.50 % | 104.30 % | 500,000 | 500,000 | 145,938 | 145,938 | 151,109 USD | 152,646 USD | 99.09% | 99.09% |
03/05/2024 | 1.53% | 103.50 % | 104.30 % | 500,000 | 500,000 | 146,640 | 146,640 | 151,806 USD | 153,370 USD | 99.34% | 99.34% |
02/05/2024 | 1.69% | 102.00 % | 103.00 % | 500,000 | 500,000 | 147,955 | 147,955 | 150,848 USD | 152,694 USD | 99.72% | 99.72% |