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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 499,999 | 500,000 | 494,134 USD | 499,135 USD | 100.00% | 100.00% |
16/05/2024 | 1.01% | 98.27 % | 99.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,152 USD | 497,152 USD | 100.00% | 100.00% |
15/05/2024 | 1.02% | 98.03 % | 99.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,958 USD | 492,958 USD | 100.00% | 100.00% |
14/05/2024 | 1.03% | 97.15 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,495 USD | 489,495 USD | 100.00% | 100.00% |
13/05/2024 | 1.03% | 96.84 % | 97.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,079 USD | 489,079 USD | 100.00% | 100.00% |
10/05/2024 | 1.03% | 96.57 % | 97.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,542 USD | 487,542 USD | 100.00% | 100.00% |
08/05/2024 | 1.04% | 95.63 % | 96.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,573 USD | 482,573 USD | 100.00% | 100.00% |
07/05/2024 | 1.05% | 95.32 % | 96.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,936 USD | 479,936 USD | 100.00% | 100.00% |
06/05/2024 | 1.05% | 94.21 % | 95.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,575 USD | 476,575 USD | 100.00% | 100.00% |
03/05/2024 | 1.06% | 93.92 % | 94.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,997 USD | 473,997 USD | 100.00% | 100.00% |