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 | 0.82% | 97.60 % | 98.40 % | 200,000 | 200,000 | 121,676 | 121,676 | 118,538 USD | 119,512 USD | 99.63% | 99.63% |
15/05/2024 | 1.02% | 97.00 % | 98.00 % | 200,000 | 200,000 | 121,972 | 121,972 | 118,789 USD | 120,012 USD | 99.43% | 99.43% |
14/05/2024 | 1.03% | 97.80 % | 98.80 % | 200,000 | 200,000 | 122,002 | 122,002 | 118,517 USD | 119,745 USD | 98.98% | 98.98% |
13/05/2024 | 0.82% | 97.20 % | 98.00 % | 200,000 | 200,000 | 121,398 | 121,398 | 117,636 USD | 118,609 USD | 99.41% | 99.41% |
10/05/2024 | 0.83% | 97.40 % | 98.20 % | 200,000 | 200,000 | 121,706 | 121,706 | 119,127 USD | 120,120 USD | 99.84% | 99.84% |
08/05/2024 | 1.04% | 97.90 % | 98.90 % | 200,000 | 200,000 | 120,396 | 120,396 | 117,644 USD | 118,866 USD | 98.02% | 98.02% |
07/05/2024 | 1.03% | 98.20 % | 99.20 % | 200,000 | 200,000 | 121,962 | 121,962 | 119,767 USD | 121,005 USD | 99.47% | 99.47% |
06/05/2024 | 0.83% | 98.40 % | 99.20 % | 200,000 | 200,000 | 121,862 | 121,862 | 120,113 USD | 121,106 USD | 100.00% | 100.00% |
03/05/2024 | 0.88% | 97.80 % | 98.60 % | 200,000 | 200,000 | 121,820 | 121,820 | 119,422 USD | 120,458 USD | 99.99% | 99.99% |
02/05/2024 | 1.02% | 97.70 % | 98.70 % | 200,000 | 200,000 | 121,837 | 121,837 | 119,407 USD | 120,632 USD | 100.00% | 100.00% |