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 | 0.95% | 104.50 % | 105.50 % | 100,000 | 100,000 | 22,533 | 22,533 | 23,573 USD | 23,798 USD | 77.01% | 77.01% |
15/05/2024 | 0.95% | 105.00 % | 106.00 % | 100,000 | 100,000 | 22,068 | 22,068 | 23,157 USD | 23,378 USD | 63.15% | 63.15% |
14/05/2024 | 0.95% | 104.90 % | 105.90 % | 100,000 | 100,000 | 76,183 | 76,183 | 79,947 USD | 80,708 USD | 19.99% | 19.99% |
13/05/2024 | 0.95% | 104.80 % | 105.80 % | 100,000 | 100,000 | 25,661 | 25,661 | 26,916 USD | 27,173 USD | 70.34% | 70.34% |
10/05/2024 | 0.95% | 104.80 % | 105.80 % | 100,000 | 100,000 | 62,087 | 62,087 | 65,076 USD | 65,696 USD | 18.94% | 18.94% |
08/05/2024 | 0.96% | 104.20 % | 105.20 % | 100,000 | 100,000 | 16,742 | 16,742 | 17,445 USD | 17,612 USD | 82.73% | 82.73% |
07/05/2024 | 0.95% | 104.30 % | 105.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,430 USD | 10,530 USD | 25.38% | 25.38% |
06/05/2024 | 0.95% | 104.40 % | 105.40 % | 100,000 | 100,000 | 16,092 | 16,092 | 16,803 USD | 16,964 USD | 63.40% | 63.40% |
03/05/2024 | 0.95% | 104.40 % | 105.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,452 USD | 10,552 USD | 35.99% | 35.99% |
02/05/2024 | 0.95% | 104.50 % | 105.50 % | 100,000 | 100,000 | 58,624 | 58,624 | 61,251 USD | 61,838 USD | 15.91% | 15.91% |