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 | 0.54% | 100.70 % | 101.20 % | 500,000 | 100,000 | 132,929 | 26,586 | 133,853 USD | 26,907 USD | 99.73% | 99.73% |
15/05/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 100,000 | 145,536 | 29,107 | 146,555 USD | 29,457 USD | 99.44% | 99.44% |
14/05/2024 | 0.52% | 100.80 % | 101.30 % | 500,000 | 100,000 | 145,475 | 29,095 | 146,638 USD | 29,474 USD | 98.96% | 98.96% |
13/05/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 100,000 | 145,016 | 29,003 | 146,176 USD | 29,381 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,651 | 144,651 | 145,952 USD | 146,681 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 101.00 % | 101.50 % | 500,000 | 500,000 | 138,405 | 138,405 | 139,787 USD | 140,486 USD | 98.12% | 98.12% |
07/05/2024 | 0.52% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,240 | 145,240 | 146,691 USD | 147,423 USD | 99.44% | 99.44% |
06/05/2024 | 0.52% | 101.10 % | 101.60 % | 500,000 | 500,000 | 144,361 | 144,361 | 145,947 USD | 146,676 USD | 100.00% | 100.00% |
03/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 144,972 | 144,972 | 146,567 USD | 147,296 USD | 100.00% | 100.00% |
02/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,003 | 145,003 | 146,598 USD | 147,327 USD | 100.00% | 100.00% |