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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,129 | 145,129 | 145,565 USD | 146,294 USD | 100.00% | 100.00% |
23/05/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 142,670 | 142,670 | 143,098 USD | 143,814 USD | 98.90% | 98.90% |
22/05/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,138 | 145,138 | 145,574 USD | 146,303 USD | 100.00% | 100.00% |
21/05/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 146,752 | 146,752 | 147,192 USD | 147,929 USD | 96.98% | 96.98% |
17/05/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,566 | 145,566 | 146,002 USD | 146,732 USD | 99.57% | 99.57% |
16/05/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,388 | 144,388 | 144,821 USD | 145,546 USD | 99.50% | 99.50% |
15/05/2024 | 0.54% | 100.30 % | 100.80 % | 500,000 | 500,000 | 135,834 | 135,834 | 136,236 USD | 136,929 USD | 99.43% | 99.43% |
14/05/2024 | 0.52% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,821 | 145,821 | 146,258 USD | 146,992 USD | 98.80% | 98.80% |
13/05/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,130 | 145,130 | 145,566 USD | 146,295 USD | 100.00% | 100.00% |
10/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 147,439 | 147,439 | 147,980 USD | 148,720 USD | 97.63% | 97.63% |