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% | 101.10 % | 101.60 % | 500,000 | 500,000 | 133,056 | 133,056 | 134,513 USD | 135,195 USD | 99.62% | 99.62% |
15/05/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,539 | 145,539 | 147,285 USD | 148,017 USD | 99.43% | 99.43% |
14/05/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,458 | 145,458 | 147,203 USD | 147,935 USD | 98.95% | 98.95% |
13/05/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,015 | 145,015 | 146,755 USD | 147,484 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 101.20 % | 101.70 % | 500,000 | 500,000 | 144,651 | 144,651 | 146,386 USD | 147,115 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 101.30 % | 101.80 % | 500,000 | 500,000 | 138,388 | 138,388 | 140,186 USD | 140,884 USD | 98.13% | 98.13% |
07/05/2024 | 0.52% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,241 | 145,241 | 147,129 USD | 147,860 USD | 99.44% | 99.44% |
06/05/2024 | 0.52% | 101.30 % | 101.80 % | 500,000 | 500,000 | 144,364 | 144,364 | 146,239 USD | 146,967 USD | 100.00% | 100.00% |
03/05/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 144,972 | 144,972 | 146,856 USD | 147,585 USD | 100.00% | 100.00% |
02/05/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,003 | 145,003 | 146,888 USD | 147,617 USD | 100.00% | 100.00% |