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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.48% | 104.65 % | 105.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,250 USD | 525,750 USD | 100.00% | 100.00% |
29/10/2024 | 0.48% | 104.63 % | 105.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,187 USD | 525,687 USD | 100.00% | 100.00% |
28/10/2024 | 0.48% | 104.62 % | 105.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,100 USD | 525,600 USD | 100.00% | 100.00% |
25/10/2024 | 0.48% | 104.60 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,044 USD | 525,544 USD | 100.00% | 100.00% |
24/10/2024 | 0.48% | 104.59 % | 105.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,950 USD | 525,450 USD | 95.70% | 95.70% |
23/10/2024 | 0.48% | 104.54 % | 105.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,700 USD | 525,200 USD | 100.00% | 100.00% |
22/10/2024 | 0.48% | 104.53 % | 105.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,650 USD | 525,150 USD | 95.45% | 95.45% |
21/10/2024 | 0.48% | 104.51 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,599 USD | 525,099 USD | 99.02% | 99.02% |
18/10/2024 | 0.48% | 104.50 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,500 USD | 525,000 USD | 100.00% | 100.00% |
17/10/2024 | 0.48% | 104.48 % | 104.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,444 USD | 524,944 USD | 99.77% | 99.77% |