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 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,570 USD | 514,786 USD | 98.62% | 98.62% |
15/05/2024 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,970 USD | 514,987 USD | 98.99% | 98.99% |
14/05/2024 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,840 USD | 514,922 USD | 97.73% | 97.73% |
13/05/2024 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,500 USD | 514,750 USD | 98.34% | 98.34% |
10/05/2024 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,500 USD | 514,750 USD | 99.11% | 99.11% |
08/05/2024 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,560 USD | 514,782 USD | 98.86% | 98.86% |
07/05/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,000 USD | 514,500 USD | 99.33% | 99.33% |
06/05/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,400 USD | 514,702 USD | 98.73% | 98.73% |
03/05/2024 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,240 USD | 514,621 USD | 99.34% | 99.34% |
02/05/2024 | 0.49% | 102.35 % | 102.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,410 USD | 514,703 USD | 99.35% | 99.35% |