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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 USD | 100,600 USD | 99.66% | 99.66% |
10/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 USD | 503,000 USD | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 USD | 503,000 USD | 97.39% | 97.39% |
07/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 USD | 503,000 USD | 99.57% | 99.57% |
06/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 USD | 502,500 USD | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,370 USD | 502,630 USD | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 USD | 502,500 USD | 98.11% | 98.11% |
30/04/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 USD | 502,000 USD | 99.24% | 99.24% |
29/04/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 USD | 502,500 USD | 100.00% | 100.00% |
26/04/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,064 USD | 502,064 USD | 99.68% | 99.68% |