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 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 147,723 | 147,723 | 146,394 USD | 146,985 USD | 100.00% | 100.00% |
15/05/2024 | 0.42% | 99.10 % | 99.50 % | 500,000 | 500,000 | 147,358 | 147,358 | 146,030 USD | 146,623 USD | 100.00% | 100.00% |
14/05/2024 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 148,955 | 148,955 | 147,485 USD | 148,081 USD | 98.94% | 98.94% |
13/05/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 148,328 | 148,328 | 146,993 USD | 147,586 USD | 100.00% | 100.00% |
10/05/2024 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 148,212 | 148,212 | 146,871 USD | 147,464 USD | 99.99% | 99.99% |
08/05/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 142,573 | 142,573 | 141,186 USD | 141,756 USD | 98.41% | 98.41% |
07/05/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 148,540 | 148,540 | 147,186 USD | 147,780 USD | 99.79% | 99.79% |
06/05/2024 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 148,276 | 148,276 | 146,793 USD | 147,386 USD | 100.00% | 100.00% |
03/05/2024 | 0.40% | 99.00 % | 99.40 % | 500,000 | 500,000 | 148,309 | 148,309 | 146,823 USD | 147,416 USD | 100.00% | 100.00% |
02/05/2024 | 0.40% | 98.90 % | 99.30 % | 500,000 | 500,000 | 150,271 | 150,271 | 148,618 USD | 149,219 USD | 98.11% | 98.11% |