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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.95% | 104.30 % | 105.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,430 USD | 10,530 USD | 25.38% | 25.38% |
06/05/2024 | 0.95% | 104.40 % | 105.40 % | 100,000 | 100,000 | 16,092 | 16,092 | 16,803 USD | 16,964 USD | 63.40% | 63.40% |
03/05/2024 | 0.95% | 104.40 % | 105.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,452 USD | 10,552 USD | 35.99% | 35.99% |
02/05/2024 | 0.95% | 104.50 % | 105.50 % | 100,000 | 100,000 | 58,624 | 58,624 | 61,251 USD | 61,838 USD | 15.91% | 15.91% |
30/04/2024 | 0.96% | 103.90 % | 104.90 % | 100,000 | 100,000 | 29,543 | 29,543 | 30,717 USD | 31,013 USD | 83.44% | 83.44% |
29/04/2024 | 0.96% | 103.90 % | 104.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,390 USD | 10,490 USD | 0.16% | 0.16% |
26/04/2024 | 0.96% | 103.90 % | 104.90 % | 100,000 | 100,000 | 28,481 | 28,481 | 29,631 USD | 29,916 USD | 45.27% | 45.27% |
25/04/2024 | 0.96% | 104.10 % | 105.10 % | 100,000 | 100,000 | 18,186 | 18,186 | 18,934 USD | 19,116 USD | 70.40% | 70.40% |
24/04/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 46,388 | 46,388 | 48,278 USD | 48,742 USD | 38.06% | 38.06% |
23/04/2024 | 0.95% | 105.00 % | 106.00 % | 100,000 | 100,000 | 19,863 | 19,863 | 20,792 USD | 20,991 USD | 53.89% | 53.89% |