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 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 147,555 | 147,555 | 133,367 USD | 134,548 USD | 99.62% | 99.62% |
15/05/2024 | 1.07% | 92.60 % | 93.60 % | 500,000 | 500,000 | 148,796 | 148,796 | 138,072 USD | 139,560 USD | 99.43% | 99.43% |
14/05/2024 | 1.06% | 93.20 % | 94.20 % | 500,000 | 500,000 | 149,018 | 149,018 | 139,290 USD | 140,780 USD | 98.95% | 98.95% |
13/05/2024 | 0.86% | 93.10 % | 93.90 % | 500,000 | 500,000 | 148,268 | 148,268 | 138,053 USD | 139,239 USD | 100.00% | 100.00% |
10/05/2024 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 147,783 | 147,783 | 136,759 USD | 137,942 USD | 99.84% | 99.84% |
08/05/2024 | 1.12% | 90.30 % | 91.30 % | 500,000 | 500,000 | 141,776 | 141,776 | 126,962 USD | 128,380 USD | 98.02% | 98.02% |
07/05/2024 | 1.11% | 88.70 % | 89.70 % | 500,000 | 500,000 | 148,825 | 148,825 | 132,539 USD | 134,027 USD | 99.45% | 99.45% |
06/05/2024 | 0.87% | 91.10 % | 91.90 % | 500,000 | 500,000 | 148,288 | 148,288 | 135,239 USD | 136,426 USD | 100.00% | 100.00% |
03/05/2024 | 0.91% | 91.40 % | 92.20 % | 500,000 | 500,000 | 148,360 | 148,360 | 137,103 USD | 138,316 USD | 100.00% | 100.00% |
02/05/2024 | 1.08% | 91.20 % | 92.20 % | 500,000 | 500,000 | 148,256 | 148,256 | 135,699 USD | 137,181 USD | 99.99% | 99.99% |