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% | 101.00 % | 101.50 % | 500,000 | 500,000 | 133,025 | 133,025 | 134,349 USD | 135,030 USD | 99.61% | 99.61% |
15/05/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,538 | 145,538 | 146,993 USD | 147,725 USD | 99.44% | 99.44% |
14/05/2024 | 0.52% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,464 | 145,464 | 146,918 USD | 147,651 USD | 98.96% | 98.96% |
13/05/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,015 | 145,015 | 146,465 USD | 147,194 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 101.10 % | 101.60 % | 500,000 | 500,000 | 144,651 | 144,651 | 146,241 USD | 146,969 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 101.10 % | 101.60 % | 500,000 | 500,000 | 137,973 | 137,973 | 139,490 USD | 140,185 USD | 98.00% | 98.00% |
07/05/2024 | 0.52% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,241 | 145,241 | 146,838 USD | 147,569 USD | 99.44% | 99.44% |
06/05/2024 | 0.52% | 101.10 % | 101.60 % | 500,000 | 500,000 | 144,361 | 144,361 | 145,947 USD | 146,676 USD | 100.00% | 100.00% |
03/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 144,972 | 144,972 | 146,572 USD | 147,301 USD | 100.00% | 100.00% |
02/05/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,001 | 145,001 | 146,596 USD | 147,325 USD | 100.00% | 100.00% |