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 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 148,117 | 148,117 | 146,736 USD | 147,921 USD | 100.00% | 100.00% |
28/05/2024 | 1.01% | 99.20 % | 100.20 % | 500,000 | 500,000 | 147,965 | 147,965 | 146,895 USD | 148,376 USD | 100.00% | 100.00% |
27/05/2024 | 1.01% | 99.40 % | 100.40 % | 50,000 | 50,000 | 49,612 | 49,612 | 49,243 USD | 49,740 USD | 97.57% | 97.57% |
24/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 148,250 | 148,250 | 147,640 USD | 148,826 USD | 100.00% | 100.00% |
23/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 145,736 | 145,736 | 145,165 USD | 146,332 USD | 99.26% | 99.26% |
22/05/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 148,362 | 148,362 | 147,344 USD | 148,827 USD | 100.00% | 100.00% |
21/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 150,894 | 150,894 | 150,201 USD | 151,710 USD | 97.48% | 97.48% |
17/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 148,319 | 148,319 | 147,416 USD | 148,603 USD | 100.00% | 100.00% |
16/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 147,529 | 147,529 | 146,643 USD | 147,824 USD | 99.62% | 99.62% |
15/05/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 148,809 | 148,809 | 147,819 USD | 149,307 USD | 99.43% | 99.43% |