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 | 0.77% | 63.10 % | 63.60 % | 500,000 | 500,000 | 145,289 | 145,289 | 91,091 USD | 91,763 USD | 99.82% | 99.82% |
10/05/2024 | 0.75% | 61.90 % | 62.30 % | 500,000 | 500,000 | 145,114 | 145,114 | 90,023 USD | 90,633 USD | 100.00% | 100.00% |
08/05/2024 | 0.77% | 61.20 % | 61.60 % | 500,000 | 500,000 | 141,981 | 141,981 | 86,339 USD | 86,939 USD | 98.18% | 98.18% |
07/05/2024 | 0.87% | 61.60 % | 62.00 % | 500,000 | 500,000 | 145,342 | 145,342 | 89,713 USD | 90,357 USD | 99.75% | 99.75% |
06/05/2024 | 0.76% | 61.00 % | 61.40 % | 500,000 | 500,000 | 145,113 | 145,113 | 88,774 USD | 89,384 USD | 100.00% | 100.00% |
03/05/2024 | 0.77% | 60.20 % | 60.60 % | 500,000 | 500,000 | 145,121 | 145,121 | 87,646 USD | 88,256 USD | 100.00% | 100.00% |
02/05/2024 | 1.29% | 59.90 % | 60.30 % | 500,000 | 500,000 | 143,094 | 143,094 | 85,602 USD | 86,355 USD | 98.54% | 98.54% |
30/04/2024 | 0.83% | 55.80 % | 56.20 % | 500,000 | 500,000 | 145,116 | 145,116 | 81,263 USD | 81,872 USD | 100.00% | 100.00% |
29/04/2024 | 0.84% | 56.00 % | 56.40 % | 500,000 | 500,000 | 145,120 | 145,120 | 81,037 USD | 81,646 USD | 99.99% | 99.99% |
26/04/2024 | 0.84% | 55.10 % | 55.50 % | 500,000 | 500,000 | 145,810 | 145,810 | 80,511 USD | 81,123 USD | 99.32% | 99.32% |