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 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,109 | 145,109 | 143,650 USD | 144,379 USD | 99.69% | 99.69% |
28/05/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,121 | 145,121 | 143,791 USD | 144,520 USD | 100.00% | 100.00% |
27/05/2024 | 0.50% | 99.00 % | 99.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,500 USD | 49,750 USD | 77.60% | 77.60% |
24/05/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,783 | 145,783 | 143,921 USD | 144,654 USD | 99.31% | 99.31% |
23/05/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 142,414 | 142,414 | 140,464 USD | 141,179 USD | 99.24% | 99.24% |
22/05/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,138 | 145,138 | 143,146 USD | 143,875 USD | 100.00% | 100.00% |
21/05/2024 | 0.52% | 98.40 % | 98.90 % | 500,000 | 500,000 | 146,181 | 146,181 | 143,922 USD | 144,656 USD | 97.44% | 97.44% |
17/05/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,134 | 145,134 | 142,862 USD | 143,591 USD | 100.00% | 100.00% |
16/05/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 143,679 | 143,679 | 141,809 USD | 142,531 USD | 99.47% | 99.47% |
15/05/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,670 | 145,670 | 143,365 USD | 144,097 USD | 99.43% | 99.43% |