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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.50% | 100.50 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,250 USD | 50,500 USD | 77.60% | 77.60% |
24/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,139 | 145,139 | 145,719 USD | 146,449 USD | 100.00% | 100.00% |
23/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 142,732 | 142,732 | 143,303 USD | 144,018 USD | 98.89% | 98.89% |
22/05/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,125 | 145,125 | 145,851 USD | 146,580 USD | 100.00% | 100.00% |
21/05/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 146,754 | 146,754 | 147,488 USD | 148,225 USD | 96.95% | 96.95% |
17/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,561 | 145,561 | 146,143 USD | 146,872 USD | 99.57% | 99.57% |
16/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,393 | 144,393 | 145,031 USD | 145,756 USD | 99.50% | 99.50% |
15/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,671 | 145,671 | 146,254 USD | 146,986 USD | 99.42% | 99.42% |
14/05/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,738 | 145,738 | 146,466 USD | 147,199 USD | 98.89% | 98.89% |
13/05/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,128 | 145,128 | 145,853 USD | 146,583 USD | 100.00% | 100.00% |