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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 100,000 | 145,129 | 29,026 | 145,274 USD | 29,201 USD | 100.00% | 100.00% |
23/05/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 100,000 | 142,672 | 28,534 | 142,814 USD | 28,706 USD | 98.90% | 98.90% |
22/05/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,141 | 145,141 | 145,286 USD | 146,016 USD | 100.00% | 100.00% |
21/05/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 146,229 | 146,229 | 146,375 USD | 147,109 USD | 97.50% | 97.50% |
17/05/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,412 | 145,412 | 145,412 USD | 146,141 USD | 99.73% | 99.73% |
16/05/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,290 | 144,290 | 144,290 USD | 145,015 USD | 99.62% | 99.62% |
15/05/2024 | 0.54% | 100.10 % | 100.60 % | 500,000 | 500,000 | 135,831 | 135,831 | 135,962 USD | 136,655 USD | 99.43% | 99.43% |
14/05/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,792 | 145,792 | 145,792 USD | 146,525 USD | 98.85% | 98.85% |
13/05/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,131 | 145,131 | 145,131 USD | 145,860 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 147,439 | 147,439 | 147,439 USD | 148,179 USD | 97.63% | 97.63% |