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 | 0.87% | 95.20 % | 96.00 % | 500,000 | 500,000 | 143,699 | 143,699 | 136,308 USD | 137,465 USD | 99.31% | 99.31% |
15/05/2024 | 1.08% | 94.50 % | 95.50 % | 500,000 | 500,000 | 145,555 | 145,555 | 137,953 USD | 139,416 USD | 99.42% | 99.42% |
14/05/2024 | 1.09% | 95.60 % | 96.60 % | 500,000 | 500,000 | 145,801 | 145,801 | 138,313 USD | 139,779 USD | 98.90% | 98.90% |
13/05/2024 | 0.88% | 94.50 % | 95.30 % | 500,000 | 500,000 | 143,016 | 143,016 | 134,992 USD | 136,143 USD | 99.41% | 99.41% |
10/05/2024 | 0.89% | 93.30 % | 94.10 % | 500,000 | 500,000 | 144,339 | 144,339 | 135,450 USD | 136,615 USD | 100.00% | 100.00% |
08/05/2024 | 1.10% | 94.10 % | 95.10 % | 500,000 | 500,000 | 137,957 | 137,957 | 129,700 USD | 131,089 USD | 98.01% | 98.01% |
07/05/2024 | 1.09% | 95.00 % | 96.00 % | 500,000 | 500,000 | 144,820 | 144,820 | 137,508 USD | 138,967 USD | 99.44% | 99.44% |
06/05/2024 | 0.87% | 95.30 % | 96.10 % | 500,000 | 500,000 | 144,869 | 144,869 | 138,631 USD | 139,798 USD | 100.00% | 100.00% |
03/05/2024 | 0.94% | 94.50 % | 95.30 % | 500,000 | 500,000 | 144,721 | 144,721 | 137,341 USD | 138,532 USD | 100.00% | 100.00% |
02/05/2024 | 1.09% | 94.20 % | 95.20 % | 500,000 | 500,000 | 144,927 | 144,927 | 136,801 USD | 138,259 USD | 100.00% | 100.00% |