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 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,178 | 144,178 | 144,495 USD | 145,219 USD | 99.73% | 99.73% |
15/05/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,659 | 145,659 | 145,901 USD | 146,632 USD | 99.44% | 99.44% |
14/05/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,807 | 145,807 | 145,879 USD | 146,611 USD | 98.97% | 98.97% |
13/05/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,126 | 145,126 | 145,353 USD | 146,082 USD | 100.00% | 100.00% |
10/05/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,126 | 145,126 | 145,281 USD | 146,010 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 138,995 | 138,995 | 138,794 USD | 139,492 USD | 98.13% | 98.13% |
07/05/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,666 | 145,666 | 145,759 USD | 146,491 USD | 99.44% | 99.44% |
06/05/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,134 | 145,134 | 145,024 USD | 145,754 USD | 100.00% | 100.00% |
03/05/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,099 | 145,099 | 144,963 USD | 145,692 USD | 99.99% | 99.99% |
02/05/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 145,131 | 145,131 | 144,525 USD | 145,254 USD | 100.00% | 100.00% |