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 | 0.80% | 99.60 % | 100.40 % | 750,000 | 750,000 | 221,495 | 221,495 | 220,809 USD | 222,581 USD | 99.51% | 99.51% |
15/05/2024 | 1.00% | 99.70 % | 100.70 % | 750,000 | 750,000 | 223,222 | 223,222 | 222,719 USD | 224,952 USD | 99.43% | 99.43% |
14/05/2024 | 1.00% | 99.50 % | 100.50 % | 750,000 | 750,000 | 223,542 | 223,542 | 222,609 USD | 224,845 USD | 98.89% | 98.89% |
13/05/2024 | 0.80% | 99.40 % | 100.20 % | 750,000 | 750,000 | 222,402 | 222,402 | 221,114 USD | 222,893 USD | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.40 % | 100.20 % | 750,000 | 750,000 | 221,662 | 221,662 | 220,330 USD | 222,103 USD | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.30 % | 100.30 % | 750,000 | 750,000 | 212,686 | 212,686 | 211,080 USD | 213,207 USD | 98.01% | 98.01% |
07/05/2024 | 1.00% | 98.90 % | 99.90 % | 750,000 | 750,000 | 223,321 | 223,321 | 221,000 USD | 223,233 USD | 99.45% | 99.45% |
06/05/2024 | 0.80% | 99.30 % | 100.10 % | 750,000 | 750,000 | 222,489 | 222,489 | 220,979 USD | 222,759 USD | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.20 % | 100.00 % | 750,000 | 750,000 | 222,539 | 222,539 | 221,025 USD | 222,845 USD | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.40 % | 100.40 % | 750,000 | 750,000 | 222,423 | 222,423 | 221,128 USD | 223,352 USD | 100.00% | 100.00% |