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 | 0.51% | 106.70 % | 107.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,779 USD | 536,529 USD | 99.15% | 99.15% |
15/05/2024 | 0.52% | 106.40 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,960 USD | 532,710 USD | 99.38% | 99.38% |
14/05/2024 | 0.52% | 105.65 % | 106.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,821 USD | 529,571 USD | 99.38% | 99.38% |
13/05/2024 | 0.52% | 105.35 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,761 USD | 529,511 USD | 98.83% | 98.83% |
10/05/2024 | 0.52% | 105.20 % | 105.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,272 USD | 528,018 USD | 99.37% | 99.37% |
08/05/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,876 USD | 522,376 USD | 99.38% | 99.38% |
07/05/2024 | 0.48% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,105 USD | 518,605 USD | 97.35% | 97.35% |
06/05/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,287 USD | 514,787 USD | 99.38% | 99.38% |
03/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,996 USD | 512,496 USD | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,679 USD | 512,179 USD | 99.32% | 99.32% |