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 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 USD | 502,500 USD | 99.36% | 99.36% |
15/05/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 USD | 502,500 USD | 99.36% | 99.36% |
14/05/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,970 USD | 502,984 USD | 99.36% | 99.36% |
13/05/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,720 USD | 502,858 USD | 98.94% | 98.94% |
10/05/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,960 USD | 502,980 USD | 99.36% | 99.36% |
08/05/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,500 USD | 503,250 USD | 93.68% | 93.68% |
07/05/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,500 USD | 503,250 USD | 97.57% | 97.57% |
06/05/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,500 USD | 503,250 USD | 91.71% | 91.71% |
03/05/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,650 USD | 502,826 USD | 97.58% | 97.58% |
02/05/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,890 USD | 503,446 USD | 99.37% | 99.37% |