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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,109 | 145,109 | 146,560 USD | 147,289 USD | 99.69% | 99.69% |
28/05/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,121 | 145,121 | 146,572 USD | 147,301 USD | 100.00% | 100.00% |
27/05/2024 | 0.49% | 101.00 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,500 USD | 50,750 USD | 77.59% | 77.59% |
24/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,783 | 145,783 | 147,386 USD | 148,119 USD | 99.31% | 99.31% |
23/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 142,414 | 142,414 | 143,981 USD | 144,696 USD | 99.24% | 99.24% |
22/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,138 | 145,138 | 146,734 USD | 147,463 USD | 100.00% | 100.00% |
21/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 146,254 | 146,254 | 147,863 USD | 148,597 USD | 97.47% | 97.47% |
17/05/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,134 | 145,134 | 146,876 USD | 147,605 USD | 100.00% | 100.00% |
16/05/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 143,679 | 143,679 | 145,403 USD | 146,125 USD | 99.45% | 99.45% |
15/05/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,669 | 145,669 | 147,417 USD | 148,149 USD | 99.44% | 99.44% |