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 | 0.85% | 93.80 % | 94.60 % | 200,000 | 200,000 | 121,702 | 121,702 | 113,844 USD | 114,818 USD | 99.51% | 99.51% |
15/05/2024 | 1.06% | 93.20 % | 94.20 % | 200,000 | 200,000 | 121,974 | 121,974 | 114,346 USD | 115,568 USD | 99.42% | 99.42% |
14/05/2024 | 1.07% | 94.30 % | 95.30 % | 200,000 | 200,000 | 122,010 | 122,010 | 113,845 USD | 115,065 USD | 98.92% | 98.92% |
13/05/2024 | 0.86% | 93.30 % | 94.10 % | 200,000 | 200,000 | 121,398 | 121,398 | 112,643 USD | 113,614 USD | 99.41% | 99.41% |
10/05/2024 | 0.87% | 92.00 % | 92.80 % | 200,000 | 200,000 | 121,706 | 121,706 | 112,941 USD | 113,926 USD | 99.84% | 99.84% |
08/05/2024 | 1.08% | 92.70 % | 93.70 % | 200,000 | 200,000 | 120,381 | 120,381 | 111,688 USD | 112,901 USD | 98.02% | 98.02% |
07/05/2024 | 1.08% | 93.40 % | 94.40 % | 200,000 | 200,000 | 121,956 | 121,956 | 114,157 USD | 115,389 USD | 99.47% | 99.47% |
06/05/2024 | 0.85% | 94.00 % | 94.80 % | 200,000 | 200,000 | 121,851 | 121,851 | 114,670 USD | 115,651 USD | 100.00% | 100.00% |
03/05/2024 | 0.92% | 93.10 % | 93.90 % | 200,000 | 200,000 | 121,817 | 121,817 | 113,740 USD | 114,772 USD | 99.99% | 99.99% |
02/05/2024 | 1.07% | 93.10 % | 94.10 % | 200,000 | 200,000 | 121,837 | 121,837 | 113,876 USD | 115,099 USD | 100.00% | 100.00% |