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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/03/2024 | 0.73% | 109.30 % | 110.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,603 USD | 550,603 USD | 100.00% | 100.00% |
26/03/2024 | 0.73% | 109.20 % | 110.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,661 USD | 549,661 USD | 99.01% | 99.01% |
25/03/2024 | 0.92% | 108.70 % | 109.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,919 USD | 547,919 USD | 100.00% | 100.00% |
22/03/2024 | 0.91% | 108.80 % | 109.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,951 USD | 548,951 USD | 100.00% | 100.00% |
21/03/2024 | 0.73% | 109.20 % | 110.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,530 USD | 549,530 USD | 98.59% | 98.59% |
20/03/2024 | 0.74% | 108.10 % | 108.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,426 USD | 544,426 USD | 100.00% | 100.00% |
19/03/2024 | 0.93% | 107.70 % | 108.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,588 USD | 542,588 USD | 99.85% | 99.85% |
18/03/2024 | 0.92% | 107.70 % | 108.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,696 USD | 543,696 USD | 97.56% | 97.56% |
15/03/2024 | 0.74% | 107.70 % | 108.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,514 USD | 544,514 USD | 100.00% | 100.00% |
14/03/2024 | 0.74% | 107.90 % | 108.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,029 USD | 546,029 USD | 100.00% | 100.00% |