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 | 0.53% | 101.80 % | 102.30 % | 500,000 | 500,000 | 133,107 | 133,107 | 135,496 USD | 136,178 USD | 99.50% | 99.50% |
15/05/2024 | 0.51% | 101.90 % | 102.40 % | 500,000 | 500,000 | 145,542 | 145,542 | 148,307 USD | 149,038 USD | 99.43% | 99.43% |
14/05/2024 | 0.51% | 101.90 % | 102.40 % | 500,000 | 500,000 | 145,454 | 145,454 | 148,217 USD | 148,949 USD | 98.96% | 98.96% |
13/05/2024 | 0.51% | 101.90 % | 102.40 % | 500,000 | 500,000 | 145,015 | 145,015 | 147,770 USD | 148,500 USD | 100.00% | 100.00% |
10/05/2024 | 0.51% | 101.90 % | 102.40 % | 500,000 | 500,000 | 144,649 | 144,649 | 147,397 USD | 148,125 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 102.00 % | 102.50 % | 500,000 | 500,000 | 137,955 | 137,955 | 140,713 USD | 141,409 USD | 98.01% | 98.01% |
07/05/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,235 | 145,235 | 148,139 USD | 148,870 USD | 99.45% | 99.45% |
06/05/2024 | 0.52% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,361 | 144,361 | 147,247 USD | 147,975 USD | 100.00% | 100.00% |
03/05/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 144,971 | 144,971 | 147,924 USD | 148,654 USD | 100.00% | 100.00% |
02/05/2024 | 0.51% | 102.00 % | 102.50 % | 500,000 | 500,000 | 145,001 | 145,001 | 147,901 USD | 148,630 USD | 100.00% | 100.00% |