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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.79% | 103.50 % | 104.30 % | 500,000 | 500,000 | 146,820 | 146,820 | 151,956 USD | 153,136 USD | 100.00% | 100.00% |
28/05/2024 | 0.98% | 103.40 % | 104.40 % | 500,000 | 500,000 | 147,110 | 147,110 | 152,110 USD | 153,586 USD | 100.00% | 100.00% |
27/05/2024 | 1.04% | 103.40 % | 104.40 % | 50,000 | 50,000 | 45,338 | 45,338 | 46,870 USD | 47,343 USD | 96.96% | 96.96% |
24/05/2024 | 0.79% | 103.70 % | 104.50 % | 500,000 | 500,000 | 146,796 | 146,796 | 152,081 USD | 153,261 USD | 100.00% | 100.00% |
23/05/2024 | 0.78% | 103.70 % | 104.50 % | 500,000 | 500,000 | 145,697 | 145,697 | 151,087 USD | 152,255 USD | 98.90% | 98.90% |
22/05/2024 | 0.97% | 103.70 % | 104.70 % | 500,000 | 500,000 | 147,711 | 147,711 | 153,045 USD | 154,525 USD | 100.00% | 100.00% |
21/05/2024 | 0.97% | 103.70 % | 104.70 % | 500,000 | 500,000 | 149,601 | 149,601 | 155,135 USD | 156,634 USD | 98.00% | 98.00% |
17/05/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 148,261 | 148,261 | 153,894 USD | 155,081 USD | 100.00% | 100.00% |
16/05/2024 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 147,410 | 147,410 | 153,157 USD | 154,336 USD | 99.60% | 99.60% |
15/05/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 148,749 | 148,749 | 154,401 USD | 155,889 USD | 99.42% | 99.42% |