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 | 1.41% | 101.10 % | 101.40 % | 500,000 | 500,000 | 145,439 | 145,439 | 147,130 USD | 148,127 USD | 99.69% | 99.69% |
28/05/2024 | 1.61% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,332 | 145,332 | 147,072 USD | 148,360 USD | 100.00% | 100.00% |
27/05/2024 | 1.89% | 101.00 % | 102.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,500 USD | 51,464 USD | 77.60% | 77.60% |
24/05/2024 | 1.61% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,345 | 145,345 | 146,799 USD | 148,087 USD | 100.00% | 100.00% |
23/05/2024 | 1.62% | 101.20 % | 101.70 % | 500,000 | 500,000 | 142,393 | 142,393 | 144,097 USD | 145,374 USD | 99.24% | 99.24% |
22/05/2024 | 1.60% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,546 | 145,546 | 147,707 USD | 148,995 USD | 99.79% | 99.79% |
21/05/2024 | 1.59% | 101.60 % | 102.10 % | 500,000 | 500,000 | 147,086 | 147,086 | 149,477 USD | 150,772 USD | 96.80% | 96.80% |
17/05/2024 | 1.60% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,285 | 145,285 | 147,194 USD | 148,482 USD | 99.59% | 99.59% |
16/05/2024 | 1.60% | 101.70 % | 102.20 % | 500,000 | 500,000 | 144,572 | 144,572 | 146,831 USD | 148,117 USD | 99.41% | 99.41% |
15/05/2024 | 1.61% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,958 | 145,958 | 147,751 USD | 149,042 USD | 99.23% | 99.23% |