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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 USD | 509,500 USD | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 USD | 510,500 USD | 90.67% | 90.67% |
07/05/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 USD | 510,500 USD | 99.56% | 99.56% |
06/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 USD | 509,000 USD | 100.00% | 100.00% |
03/05/2024 | 0.84% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,240 USD | 508,500 USD | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 USD | 508,000 USD | 100.00% | 100.00% |
30/04/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,992 USD | 507,992 USD | 99.59% | 99.59% |
29/04/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 USD | 508,000 USD | 100.00% | 100.00% |
26/04/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 USD | 507,500 USD | 99.69% | 99.69% |
25/04/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,480 USD | 506,480 USD | 100.00% | 100.00% |