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% | 99.40 % | 100.20 % | 500,000 | 100,000 | 147,449 | 29,490 | 146,564 USD | 29,549 USD | 99.73% | 99.73% |
15/05/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 100,000 | 148,856 | 29,771 | 147,814 USD | 29,861 USD | 99.43% | 99.43% |
14/05/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 100,000 | 148,915 | 29,783 | 147,872 USD | 29,872 USD | 98.95% | 98.95% |
13/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 148,255 | 29,651 | 147,513 USD | 29,740 USD | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 147,685 | 29,537 | 146,947 USD | 29,626 USD | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 100,000 | 142,213 | 28,443 | 141,359 USD | 28,556 USD | 98.13% | 98.13% |
07/05/2024 | 1.08% | 99.40 % | 100.40 % | 500,000 | 100,000 | 143,915 | 28,783 | 143,043 USD | 28,900 USD | 99.45% | 99.45% |
06/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 148,042 | 29,608 | 147,302 USD | 29,697 USD | 100.00% | 100.00% |
03/05/2024 | 0.90% | 99.60 % | 100.40 % | 500,000 | 500,000 | 145,207 | 145,207 | 144,608 USD | 145,808 USD | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 148,282 | 148,282 | 147,540 USD | 149,023 USD | 100.00% | 100.00% |