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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 145,875 | 145,875 | 150,105 USD | 151,273 USD | 98.89% | 98.89% |
22/05/2024 | 0.98% | 102.70 % | 103.70 % | 500,000 | 500,000 | 147,867 | 147,867 | 151,859 USD | 153,339 USD | 100.00% | 100.00% |
21/05/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 150,620 | 150,620 | 154,687 USD | 156,194 USD | 97.50% | 97.50% |
17/05/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 148,263 | 148,263 | 152,414 USD | 153,600 USD | 100.00% | 100.00% |
16/05/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 147,604 | 147,604 | 151,737 USD | 152,918 USD | 99.51% | 99.51% |
15/05/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,710 | 148,710 | 152,576 USD | 154,064 USD | 99.41% | 99.41% |
14/05/2024 | 0.98% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,534 | 148,534 | 152,395 USD | 153,883 USD | 98.96% | 98.96% |
13/05/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 148,155 | 148,155 | 152,155 USD | 153,341 USD | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 147,256 | 147,256 | 151,231 USD | 152,411 USD | 99.84% | 99.84% |
08/05/2024 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 141,114 | 141,114 | 144,640 USD | 146,054 USD | 98.02% | 98.02% |