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 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 147,645 | 147,645 | 142,322 USD | 143,504 USD | 99.51% | 99.51% |
15/05/2024 | 1.03% | 95.90 % | 96.90 % | 500,000 | 500,000 | 148,812 | 148,812 | 142,930 USD | 144,418 USD | 99.41% | 99.41% |
14/05/2024 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 149,098 | 149,098 | 143,755 USD | 145,246 USD | 98.96% | 98.96% |
13/05/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 148,332 | 148,332 | 143,081 USD | 144,268 USD | 100.00% | 100.00% |
10/05/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 147,772 | 147,772 | 141,854 USD | 143,036 USD | 99.84% | 99.84% |
08/05/2024 | 1.06% | 94.50 % | 95.50 % | 500,000 | 500,000 | 141,769 | 141,769 | 133,159 USD | 134,576 USD | 98.02% | 98.02% |
07/05/2024 | 1.06% | 93.10 % | 94.10 % | 500,000 | 500,000 | 148,825 | 148,825 | 139,014 USD | 140,502 USD | 99.45% | 99.45% |
06/05/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 148,283 | 148,283 | 140,407 USD | 141,594 USD | 100.00% | 100.00% |
03/05/2024 | 0.89% | 94.30 % | 95.10 % | 500,000 | 500,000 | 148,259 | 148,259 | 140,965 USD | 142,177 USD | 100.00% | 100.00% |
02/05/2024 | 1.05% | 93.60 % | 94.60 % | 500,000 | 500,000 | 148,256 | 148,256 | 139,281 USD | 140,764 USD | 99.99% | 99.99% |